Let me explain. When the VNC Manager executes a remote command this done in stages. For example:

Target Computer 1
create a local copy of .vbs script
   The Cancel button will work here
Open admin$ share on a remote computer
   The Cancel button will work here
Copy .vbs script.
   The Cancel button will work here
Launch remote command (The Cancel button has no effect)
(The Cancel button has no effect)
Target Computer 2
....

So the Cancel button can cancel the execution chain when the VNC Manager has finished one atomic operation and about to start another.
But while remote command being executed the Cancel button has no effect. The reason for such behavior is that we cannot cancel the actually remote command execution gracefully, the only way to cancel it is till kill the remote process (and even this may not be possible).

So here is a dilemma: upon Cancel button click what shall we do....close the progress window and let a remote command continue to execute on it's own. Or attempt to kill it if it's possible.

Unfortunately any of these approaches have their drawback and I don't see a cleat winner.

If you have any better ideas we will be glad to hear them.