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This isn't possible in Joomla 3, because the close button is hardcode in the layout.
One option you have is to override the layout, like so:
Create the following directory tree for your component: components/com_xxxx/layouts/joomla/system
Copy layouts/joomla/system/message.php to the directory you created in the last step.
Open the copied message.php and ...
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There was a discussion a few years ago about that current access level implementation for plugins should be removed. Instead each plugin should handle authorization inside its code. As most important things in Joomla do, this discussion went nowhere. But you can implement access checks in your plugin anyways. This would be at a small performance cost since ...
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