Cancel entering username/password on Lockdown Page

I’m aware Loghound’s products have moved and are in process of updating. However, wonder if anyone has a solution for the old problem of pressing ‘Cancel’ on the log-in window of Lockdown.

Basically, the required behaviour is that the log-in window would simply disappear if you clicked ‘Cancel’. However, instead, it shows a 404 page.

I’m not worried about the 404 page per se - I can (hopefully) redirect that in .htaccess. What I’m more interested in is why clicking ‘cancel’ should generate a 404 error anyway. Surely by clicking ‘Cancel’ the user has abandoned clicking a link and should therefore remain on same page without the log-in window. Is this achievable?