I believe you can't change the escape keybinding, which is also used by many other operators.

But there are other (quicker) methods to exit circle selection.

From the manual:

To cancel the selection use RMB or key Esc or ⏎ Enter.

• Press the RMB.
• If your right-handed, awkwardly swivel your right thumb onto numpadenter.
• If you have a programmable mouse, assign any of it's button to ⏎ Enter or Escape, this would be a useful keybind anyway which is not wasted.

I believe you can't change the Escape keybinding, which is also used by many other operators.

But there are other (quicker) methods to exit circle selection.

From the manual:

To cancel the selection use RMB or key Esc or ⏎ Enter.

• Press the RMB.
• If you're right-handed, awkwardly swivel your right thumb onto Numpad Enter.
• If you have a programmable mouse, assign any of its buttons to ⏎ Enter or Escape, this would be a useful keybind anyway which is not wasted.