The use of red in pop-up dialogs usually means "error" or "danger". In the old style, it was being used to mean "you're about to perform a moderator operation". We are making a concerted effort to treat errors more consistently across sites and make non-errors less jarring for the user
Visually, the border was too thick for the light weight "flat" style of the site
The old [x] was in the top left, and now it has been moved to the standard top right. We also plan to remove the "cancel" or "close" links from the bottom left in these dialogs to reduce clutter.
Changes in button styling are intended to make these primary actions more prominent and to address complaints that our old buttons could sometimes be mistaken for being grayed out