I must agree here with Robert.
Let's say you want to do a validation on leaving a form (that we entered with showFormOnDialog). We would leave the form with (or without) ok and cancel etc. buttons. But we can still click away the form via the close box.
We can 'attach' a method to the 'onHide' event but even when you give a focus to an element with a validation error the form closes when we used the close box.