Let me reuse the request formulated in the title:
When ESC is pressed in search (whether global or local in current file) the focus is lost. It would be a better experience if it redirected the focus to the currently opened note. Either to matched string or to last caret position if no match exists.
Return from palette already works, at least for me in Obsidian v0.9.22.
Edit: reposted in FR: hit Esc to return from 'Search in files' tab back to previously active tab