There’s no keyboard shortcut you can use to get rid of them.
Sure there is:
1. Alt-F4
2. Ctrl-Alt-DelSure there is:
1. Alt-F4
2. Ctrl-Alt-DelIt's almost become a reflex when the page suddenly goes dim to thwack the key before whatever garbage they decided to shove in my face finishes loading.
It's doubly annoying when you have to press that tiny little X with sausage fingers like mine. Not to mention when they are coded to only display an image of an X rather than an actual close link and you get redirected anyways.
I hate these thing with a burning passion.
2. CMD-W
4. CMD-Q
etc.