Can't disable "Close".
Yes, there is no option to hide the Close button from the Dashboard. We'll take into consideration to add such option in future releases.
You can use CSS code to hide the button. Here is an example:
display: none !important;
This instruction should be helpful:
I did that (I was getting annoyed by the block thing it did to my dashboard and I couldn't figure out how to disable it using CSS). I confirmed with another person using it on their blog, and they said they have that disable, bu they still see "Close" button on comments under their posts.
I'm sorry, but we don't find such an issue on our test websites. We'll need admin accesses to check the issue. Could you please send admin login details to info[at]gvectors.com email address?