I think that the team agrees with you that this dialog needs some work. It was designed originally for the visual editor, where some things, especially the (non-)use of page previewing, are significantly different.
We can't use "Cancel" for the "Resume editing" button, because it makes people afraid that their changes will be lost (i.e., "Cancel the whole edit and discard all my work" rather than "Let me make one more change before I save my changes").
I don't think that any of the boxes in the visual editor have an (X) in the corner. The style documentation begins at OOUI. I believe that one of its sub-pages explains which buttons belong at the top (generally, the most commonly used ones) and which belong underneath.