SET QUICKESC sets if the ESC key should exit the menu or no:
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Syntax:
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  SET QUICKESC [TO] <lValue>

Function:
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This command is preprocessored to function call SetQuickEsc().
If <lValue> is true the Esc keypressing causes immediate menu exit, if it is
true the ESC keypressing causes the one menu level return.

Source code is in  Object.ch