Thanks, that works. I thought I'd looked through all the keyboard commands, but I guess I overlooked some.
It seems like not leaving the Champion UI only happens intermittently. The most common time for this to arise is when I'm going through each of my champions and assigning module configurations to each of them individually (select one champion, enter ship configuration window, apply changes, repeat for another champion, and so on, then select a non-champion item or deselect everything), if you're interested in trying to reproduce this minor inconvenience.