I wanted to report the bug to mozilla but it took me 15 minutes to even find their bugzilla and then it wanted too much of my time and to share my personal info (email address). So I will just post it here instead.
So basically the problem is if you double inspect, you can't escape the inspector and the close box (X) disappears.
Screen shots after the jump.
I checked the bug lists and didn't see anything that seemed like it was this issue, it's not something I would expect most people to run into, but my natural instinct for how a program should behave on the inspect when already inspecting is for it to switch and stop inspecting the original.