When you are just walking around, if you hit escape, it opens the expected screen, can go to settings, can exit the came, can resume to game, etc.
When you are in the window of a campfire, storage chest, stockpile, masonry table, etc, (pretty much anything...) when you hit escape, it exits that window.
When you are in the Campsite window, it opens the escape menu, and doesn't close the campsite window, so then you have to hit escape again (or 'resume game'), then hit tab to gain access to mouse, then manually close the campsite window.
Is that by design? it annoys me every time it happens. I'm generally taking down my campsite as soon as possible, but only because this annoys me so much, so I hate accidentally clicking on it.