As far as i understand, the Empire screen is supposed to have an "[X]" close button in the upper right corner, just like most other screens and windows in the game, see the following example screenshot:

But sometimes, the "close" button disappears, like in the following screenshot from later in the same game; compare the top right corners of the two images:

As a workaround, the user can press the "escape" key to get out of the screen, so it is not a critical bug.  However, i believe it should be fixed because novice players who don't know about the escape key might feel helpless in this situation.

Once the widget is gone, it tends to stay gone even when closing and re-opening the Empire screen, but in rare cases, i have seen it miraculously come back.  I failed to recognize any pattern when it goes away and when it comes back...

After saving, exiting the game, and reloading, the button is always back according to my experience.