Ctrl+Space, C used to work for closing the Help window until recent versions. Unfortunately that doesn’t work anymore, the only solution is to use a VBA macro bound to a keyboard shortcut. At least in return the keyboard focus now remains in Excel instead of switching to the Help dialog.

Microsoft PowerToys on Win10 will let you remap keys. If nothing else you could make F1 do what F2 does.

https://docs.microsoft.com/en-us/windows/powertoys/