How do I make the priority menu disappear I recently upgraded to Lollipop on my Nexus 5.

To put the phone on silent, I press the volume-up button and select Priority. Great.

Now how do I make that menu go away? I can click on an empty area of my homescreen, but that seems like a bad solution. What is there wasn't an open place to click on? Isn't there a sane way to exit that dialog?
I think you have to tap an empty space on the screen; if the screen is full of touch-sensitive stuff (homescreen) you can open Recents/Overview and swipe there, then close it again. Not ideal, but the best you can do.