If your game or aircraft happens to pop up a window while you’re in free look (default key Middle Mouse) and you can’t escape there are a couple options for regaining control.
Option 1, worked for me: Win+L to lock your computer, then log back in. This forced MSFS to open the options menu, thereby freeing my cursor and allowing me to click away the popup.
Option 2, suggested by a user: Win+D to switch to the desktop, then Alt+Tab to refocus MSFS. I haven’t tried this myself, but was suggested to me by a reddit user.