This is about Bitcoin Core 15.1 on Windows. I assume the same issue still exists in the latest version because I did not see anything about it in the change log.

It is not possible to abort rescanning by closing the window using the "x" window button. If the "x" button is clicked the rescan does not terminate in any reasonable amount of time (I waited about a minute).

Also, if bitcoind is run in a console window and the console window is closed with the "x" button during rescanning then the process crashes instead of shutting down gracefully. If I remember correctly it displays an assertion failure message box.