Unless you're using a PS4 controller, face buttons for gamepads are a mixed bag in terms of being right, and there is no option to fix them or change them. Even Xbox 360 controllers have been having issues with swapped button mappings and the like. x360ce doesn't work to emulate xInput, either.
Pressing Escape will just kill the process, ending your game regardless of progress made without so much as an issue, whereas alt + f4 brings up a menu.
Pressing Escape will just kill the process, ending your game regardless of progress made without so much as an issue, whereas alt + f4 brings up a menu.