The defaultResult of MessageBox didn't work for me. It was always 'OK'!
I tried to show a MessageBox with the NONE-Result (or CANCEL) as the defaultRersult:
Arc.MessageBox.Show("msg", "title",MessageBoxButton.OK, someIcon, MessageBoxResult.Cancel/None)
Now even clicking on "X" (up right in the box), the OK was returned!
Running Pro 2.7.2