I think it is a good idea to have the chance, after a user cancel a running job to run a special build step for cleaning up. it work like java swing window closing, that you can start a action when a user want to close a window. or like try/catch constructions.
to use this, you can make a new feature at the job config page with a after job buildstep, like the normal build steps.

My Problem and the father of the idea:
we start during our build a virtual machine with the test enviroment. than we test in this virtual machine. our full test run over 3 hours and so sometimes user break up the build to run the next build.
explaination: we have more types of this build but not enough computer power to run much of this jobs with a virtual machine parralel. so we must allowed to break the jobs.
the problem is, the virtual machine is still up running and the next jobs have sometimes problems with the running virtual machine. so i want, when a user break a build, that a post build step is stopping the virtual machine.

i think, this option can also use other users for make there builds more robust. so i am very happy, when it is easy to create this feature. or when it is easy to realize, where i must start investigation for changing the source code.