Time: always
Frequency: always
World name: Ragnarock/Chocobo/Others
Character name: Any
NPC name: NA
Monster name: NA
Class/Level: Any
Party or solo: Any
In-game time: Any
Area and coordinates: Any

I think the correct behaviour for cancel would be to close every open window on screen like the Escape key does. Instead more than often I find myself stuck with one or two windows open which need their special hotkeys to be closed also after being focused. "Recommendation" is one for example.

This is not really a bug, but it's quite annoying nonetheless. Not at the same level of the old mandatory "auto-lock" on controller's sticks, but you get the point.