Is there a default option to close a jQuery dialog by clicking somewhere on the screen instead of the close icon?
When creating a JQuery Dialog window, JQuery inserts a ui-widget-overlay class. If you bind a click function to that class to close the dialog, it should provide the functionality you are looking for.
Code will be something like this (untested):
$('.ui-widget-overlay').click(function() { $("#dialog").dialog("close"); });
Edit: The following has been tested for Kendo as well:
$('.k-overlay').click(function () {
var popup = $("#dialogId").data("kendoWindow");
if (popup)
popup.close();
});