I understand that you want to close the Edge window in kiosk mode, but I'm afraid there's no way to just add a close button.
You can check if the "Public-Browsing experience - Runs a limited multi-tab version of Microsoft Edge" can meet your demands. You can config Kiosk mode Public browsing like below:
msedge.exe --kiosk www.contoso.com --edge-kiosk-type=public-browsing
You can also use some of the policies listed here to fully lockdown the kiosk mode public browsing experience: Kiosk mode supported features.
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