Okay, so this interrested me enough to stop being lazy and figure it out. It's actually pretty simple.
The example I provide would require you to show/hide the modal using javascript. But it is still possible if you are doing it another way. It would just require more code.
Basically, when your modal is shown a "behavior" is created. All you have to do is when the modal appears attach an eventhandler to its background element to hide the modal on the click event.
$addHandler($find("modalBehavior")._backgroundElement,'focus',hideModal);Then in the hideModal function you have to remove the handler like this:
$removeHandler($find("modalBehavior")._backgroundElement,'focus',hideModal);
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