I have come to expect that hitting the ESC keywill exit me out of whatever screen I am in and return me to the main screen of whatever game I am playing - In FE (and WoM) however, I keep on finding myself in the Game Options screen without a quick way out.
Hitting the ESC key while in the main screen should bring me to the Game Options screen - and of course hitting the ESC key in the Game Options screen should return me back to the main screen.