Hey, Einar,
This is really strange. I gave this another try and still came up blank.
There seems to be something called "CloseView" that shows up in Intellisense for the viewer, but doesn't show in the property sheet. I created a test to see if that would fire, but it didn't work.
I checked through their KB site, and couldn't find anything. I'll try again with some different keyword searches. Again, I always drop my own close button on the preview form (I don't like the appearance or the placement of their close button), but I'm surprised that nothing happens when I click on their close button. Sorry I don't have an answer.
Kevin