The close button doesn't seem to work when working with large images while viewing on a small height screen (like a laptop).
Both sites use WordPress 3.2.1 and have the option checked to shrink larger images to fit smaller screens. Clicking beneath the close button seems to work for some images.
This seems like a CSS issue to me, i'll look into it myself as soon as I have some spare time. :) Just thought I'd let you know.