Hello, sdmike1974
Welcome to the Microsoft community.
Thank you for your feedback. I tested the issue you mentioned and it is indeed impossible to remove it at this time. However, in older versions of Windows 11 there seems to be a close button, and I'm using both versions 24H2 and 23H2 this button has disappeared and the registry changes don't work. This is by design, you can Win+F to feed back on this issue and I will put this through the feedback channels as well.
I hope my explanation makes sense. I look forward to your feedback.
Best Regards,
Aaron| Microsoft Community Support Specialist