The close button is handle at the OS level and we don't have control on that.
Reproduction steps:
1. Create a new project
2. Open Overlay Menu by clicking on Scene window kebab menu (Overlays > Overlay Menu)
3. Click on dropdown selection and select “Save Preset…”
4. Observe “X” button of the Save Window Preset window
Actual result: “X” button is small Expected result: “X” button is normal sized