I love B.
It is so pleasant, stress-free, so grounding. It's because the button is so easy to spot: users have been conditioned to look in the top right corner for a close button, and you've broken up the outline of the modal there to superimpose the button on top of it. It couldn't be more obvious where the button is! No hunting needed.
The button is very visible and very distinct, you can tell it has a different function to anything inside of the modal, and also that it doesn't really belong to the modal: the button sits partway outside of the modal, and above the modal. This has a psychological effect: the user is able to call upon a superintendent-esque, external, reliable, force to close the modal, instead of having to trust (modal A) to forget its grievances that you wanted to close it, and wholeheartedly oversee its own self-destruction and make sure the residual remnants of its existence don't affect your continuation on the page. That makes the experience of clicking modal B's button more comforting and stress-free on a psychological level, because the close button is a power outside of the modal.
However, this may not actually be optimal design. Perhaps the question on your survey was "which close button do you prefer", or "which design do you prefer the look of". Of course the stress-free, easy-to-close design is preferable because it has better, more pleasant UX for all the functions it provides. However, as a business you may want to sabotage the UI to make the modal feel more stifling (option A), shepherding people towards completing the sign-up process. If your goal is more successful sign ups, then a survey is not the best way to evaluate which design is better.