gedit find bar's Enter and Esc behavior is not consistent with other apps
[I rewrote the title and description to make it more general.]
Since gedit uses incremental find like a modern app, when you do a find operation, the results are found and selected right away, without you needing to press Enter.
In other apps I've tried, both GNOME apps like as Evince and Web, and non-GNOME apps like Firefox and Sublime Text, pressing Enter after typing a query is like Find Again (the find bar stays open). Pressing Esc closes the find bar, and the query is remembered.
Gedit behaves differently from other apps: pressing Enter acts like Esc is other apps, closing the find bar without Find Again. Pressing Esc dismisses the find bar and gedit doesn't remember the query. (This means you can't use use Ctrl+G to find again or open the findbar again to edit the query after closing the find bar with Esc, unlike in other apps.)
My suggestion is to make gedit's behavior match other apps' find behavior.