There doesn't see a way to cancel the 2FA dialog other then browser back button. 

I'm not sure I follow. Typically the 2FA dialog can't be cancelled (you have to complete it to continue, hence why there is no cancel option).

I click an area that required my 2FA but I decided to do it later cause the device is in the other room - therefore a "cancel/dismiss" option would be more appropriate. 

A general UI guidelines would require a cancel button in line not have to use the browser to back out.

Bringing this up again - think that there needs to be a way to gracefully cancel a 2FA request.

It's more evident on IOS when you are using a manifest and don't have any browser chrome you have to force quit the browser, swipe to another app, or go back to springboard.

and when you actually want to  go in to an area that requires the 2FA you can't leave the app go get the code and come back and paste the code in as by that time the dialog box is gone.