**Keep the X**

I worked in web-development for quite some time, this is mostly empirical knowledge that I gathered from user observation.

In many situations the user doesn't know what to do. Specially when presented with a choice. But even simple modals with a close or Ok button can be a challenge. The user often gets insecure about pressing the button. After all a modal usually presents some kind of message (can be an error, disclaimer, a contract, etc) that you must read and agree to. Closing may lead to further undesirable actions (from the user perspective): Eg.: "By pressing ok you agree to..." or "By pressing ok the computer will make 1001 updates leaving it unusable for the next 3 days".

The X is looked at as "agnostic" and works as an "assuring" thing. When you use it you know you are closing the modal only. You're not making a choice and in principle that will not lead to any further developments.