pretty self expanatory
You cannot use Esc as a custom hotkey. It gets cancelled out as it serves to cancel binding a hotkey.
@SavageEmpire566 Yes but the problem with this is that especially people from some other RTS want to be able to bind Esc to something e.g. to cancel unit in queue as this is its default hotkey in SC2.
Forgot to mention that the mouse wheel and middle button being not freely bindable is missed by people too as you can bind them in SC2 and AoE2.