When you load up replay urls (dota2://matchid=.....) you can't close the panel that shows in DOTA2 until the replay downloads and you enter the game.
But on older matches where the replay is expired you can't get rid of it at all. Trying to click anything like "Play", "Watch", or trying to close the panel just makes it pop up again and you have to quit Dota.

Replicate:
Make sure you've got DOTA2 open
Alt-tab
Paste this link into your browser: dota2://matchid=30034191

Result:
Bugged panel, can't do anything

Also I put this here since it doesn't really fit into any of the bug forums, and this one is the most viewed.