Due to the perils of a slow internet connection, I often find myself accidentally clicking the close button in the review queue multiple times.
Irritatingly, this closes the pop-up that fired with the first click. The "unable to load popup, please try again" box displays behind the pop-up briefly before it closes then it takes multiple further clicks to reopen the close dialogue.
This also occurs for the close links in the normal question view, however not for the flag dialogues. If these are double clicked then the unable to load popup appears behind the flag dialogue but the flag popup remains in place - as you would expect!
I had thought that this was just an irritating design fact, but as it's inconsistent between similar processes (the bounty popup also remains in place if clicked multiple times) I'll post it as a minor bug.