I've used ~. for a long time but did not know about others. I know, should have read man page.

Anyway, if you try it from shell prompt it is likely will not work as pressing ENTER shows the next prompt. Try `cat` followed by ENTER and then ~?

It'll still work. OpenSSH doesn't care about output (for ~ stuff), only input, so if you type <enter>~. it will close the connection.