First of all. Not using escape key to escape is the standard for almost all applications since the 90s. Do you use escape to close the browser? A tab? your email client? No. All software converged on the idea that a close button was not a good idea, we are left with the actual button as a vestige.
Second of all, this software is designed for people in high stress situations where one of their main goals is to avoid detection, they will not only memorize the escape sequence, but they will likely have their finger on the shift key at all times.