I have checked: I can assign a key, e.g. Cmd+Esc (Mac equivalent to Ctrl+Esc) to exit sketcher. But the Esc key alone leaves Sketcher as well. So a feature request would just remove the escape key. As PaFe has originally proposed.
For all of FreeCAD, or only for Sketcher? Spacebar is already used to toggle visibility, and for Sketcher-only behavior I'd have to experiment with continuous mode a bit before offering an opinion...
Bejant mentioned continuous mode: without having selected any element click on one of the constraints, e.g. "vertical". Next you can click one by one all lines to be vertical.
Continuous mode is really good, sketcher and especially Techdraw (where you need to select line and then dimension) should have it for sure.