Took me a bit to figure out how to handle this too.
Just create a Question Group node in your BehaviorTree and set the Question Thumbnail to “End Conversation” or whatever you want the exit choice to be called. Then you can have the NPC say goodbye with a Show Phrases node (Optional) and then call your BTT_CloseDialogue node and the Close Dialogue node.
Here’s an example of my setup:
http://torquemod.com/EndConversation.jpg