If you happen to press Esc, you may load LastRound record from "Saves" menu.

Multiplayer game also?

Indeed, but not network game

But I mean multiplayer network game.
I think the confirm message box will be useful....
Because I often press the [Esc] button an inborn reflex and the game end.

Esc to quit by default is a bad idea

You still can assign different key for quit in setup