Modals need a native 
button when they are opened from another modal. Modals only have a closeout (X) button, which is insufficient because users expect to see the previous modal when the last modal is closed. For instance, when a user opens a modal that contains a linked list, then opens one of the linked-list items in another modal, they can’t go back to the previous modal with the linked list.
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I agree,
This can be done with custom code but still a basic and important feature to have for clean UX.
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I had the same logic @matthieu_chateau, so I brought it up in a chat with Andranik, then in another community post, but unfortunately have had no action taken since early January 
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When you consider the user journey, this is not really a new feature request. This should have already been deployed as basic modal behavior.
Unfortunately, I have to revisit this again. Modal behaviour has been neglected. Modals opened within modals still need a back button or the x must only close the last modal opened, instead of all modals which is the current behavior.
Also, the conditional forms within modals have even less user friendly behaviour. Actions after submitting these forms open up pages within the modal instead of closing it out and opening in the existing tab.
I brought this issue up in the chat six months ago, with no resolution as of yet 
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I strongly agree with the need for modal navigation, specifically the ability to clearly allow users to go back