Provide a way to interact with Dialog click outside event

[adam-zhu]

The way the <Dialog /> component closes itself on clicks outside it is really helpful. But, sometimes it can create a frustrating interaction. If UI actions within the modal trigger notifications that display outside the modal, then clicking on those notifications will close the <Dialog />.

Codesandbox example: https://codesandbox.io/s/thirsty-noyce-wczrw?file=/src/App.js

There doesn't seem to be a way to interact with this event. It'd be great if there was a way to detect what was clicked on and conditionally stop the event from triggering a close.