As parent (+1'ed) notes, the message itself is quite clear in its intent. I would not for a second think that closing the window would infer the "cancel path" as the result.
Yes, they are being too forceful, and Microsoft ought to have given users a clear "I do not want to upgrade, ever" option, yet at the same time Windows 10 represents a significant increase in security, and in these days of massive botnets and what not that is a good thing on a big scale. In a roundabout way, I'm picturing this as forced immunisation for the greater good.