Wizard - close Wizard Modal on Escape/cancel + close buttons

[thatblindgeye]

Is this a new component or an extension of an existing one?
Wizard (currently Next, will be the default implementation after #8821 goes in)

Describe the feature
The "With modal" example for the (currently) Next implementation should be updated so that clicking the "Cancel" and close icon button closes the modal out, as well as pressing the Escape key (similar to Modal's "With wizard" example). Right now the only way to close the Wizard modal is by progressing to the final step and clicking "Finish".

May also depend if we need/want 3 examples of a Wizard inside a Modal between the Modal and Wizard components.