From every other menu you go back when pressing escape key.
It used to do also for the mods menu, but some versions ago it stopped working and I have to mouse click on back.
Not a very important bug, but when I like using the keyboard more than my mouse.
[Rseding91] [for 0.16] [0.15.19] Escape in mod menu doesn't go back to main menu
Re: [0.15.19] Escape in mod menu doesn't go back to main menu
It currently works that way by design due to how our menu system handles transitions. It will be re-worked in 0.16 so both operations work the same way but for now that's how it is.
If you want to get ahold of me I'm almost always on Discord.