I just stumbled across this bug. If you die while looking at a shop, you cannot close the shop window. The only way to shut it is to select another shop after you respawn by clicking through the gaps on the sides of the shop screen. This replaces the broken shop window with one that can be closed.
This can be recreated. Just die while looking at a shop window and then try to close the shop window. I'm not sure exactly when the bug kicks in, but I think it is about a second or two after the screen goes fuzzy.
I was surprised when I didn't see this in the bug round-up considering how long this beta version has been out. I do apologize if I missed it and this is a redundant post.