It's not a particular app, but the Android System itself. If you connect a physical Keyboard to an Android device, ESC key is the shortcut for "Back" Button.
No matter which App one is currently using.

My device runs Android 9 with the demo Version of "Alpha vnc lite", afaik the only vnc Server not requiring root Access.

When there is an App running frontmost and I press ESC this app should close.

It works when I have my Keyboard connected to the device.

It works when I connect using TightVNC Viewer in Win10.

But nothing happens when I connect using MorphVNC.

[ Edited by pOS 20.02.2020 - 00:28 ]