ho provato il tuo codice, a parte l'opzione autoOpen, e vedo la x in alto a destra per chiudere il dialog:
codice:
<!doctype html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>jQuery UI Dialog - Default functionality</title>
<link rel="stylesheet" href="//code.jquery.com/ui/1.11.4/themes/smoothness/jquery-ui.css">
<script src="//code.jquery.com/jquery-1.10.2.js"></script>
<script src="//code.jquery.com/ui/1.11.4/jquery-ui.js"></script>
<script>
$(function () {
$('#dialog').dialog({
modal: true,
width: 400,
dialogClass: "foo",
height: 300,
show: {effect: 'fade', duration: 200},
open: function () {},
close: function () { },
// autoOpen: false,
position: {my: "center", at: "center", of: "#header"}}
);
});
</script>
</head>
<body>
<div id="dialog" title="Basic dialog">
<p>This is the default dialog which is useful for displaying information. The dialog window can be moved, resized and closed with the 'x' icon.</p>
</div>
</body>
</html>
forse qualche settaggio errato sul CSS custom??