I often have issues with the Find box. For example, if you do the following:
Hit Command+D a few times to select the multiples
How do you get rid of the Find box, hit Esc? Nope, hit Find again, then Esc.
I guess it depends on whether you consider the Command+D part of the finding action or not. If not, shouldn't it be hidden automatically (if you're done with Finding). If it is, then shouldn't Esc close it.
Always just feels a little clunky to me...