If a player is teleported to a new server during the 2FA verification popup when purchasing a Robux item, the 2FA window stops being closable and just becomes completely stuck covering the screen. Even entering the code will not close it. You must close the entire Roblox application.
A side note, but the first time I saw the popup I thought it was a scam put in by the game. It’s not really clear enough that it isn’t the developer trying to steal your 2FA codes. Only when I got an email did I realise it was real and I usually still don’t enter it in there incase it is a scam from the developer.