This is primarily a security precaution of your browser. Although different browsers tend to handle this function slighty differently, it can be said, that a window can only be closed by the function window.close, which both buttons use, if it has previously been opened by the window.open function.
This means, if you create a link of the pattern
<a href="survey.link/uc/main/survey/" target="_blank">Survey</a>
it cannot be closed by either button.
Instead you will have open the survey via JavaScropt, as mentioned above.
IT would be recommendable to read up on the broad variety of documentation regarding these topics, e.g.
A simple alternative that also allows you to configure all related parameters, might be trying out a pop-up generator, e.g.