In the case of the sketching PropertyManagers/commands, the commands auto-execute as you are clicking to place geometry, adding relations, etc. So, the check mark in these cases means "close" and ESC on the keyboard works as close. In general, ESC acts as Close or Cancel in PropertyManagers and Enter works as OK. We used to actually use the red X graphic as close in these sketch PropertyManagers instead of the green check mark, but users were afraid to click it because they thought it would cancel and lose whatever they had done.
I hope this helps,
In sketch for example then I am setting up relations i have to click on the green checkmark to close the command instead of pushing a key. (the same goes for corner rectangle and other commands)
Any idea how to gain the change it so there is a shortcut for it?
It is not necessary to click the green check mark after you add a relation. It is automatically added as soon as you click on the relation button, so just ignore it and contiue with sketching or adding more relations etc.