Assume you have a job A that launch a child Job B and that job A has to wait Job B finished to continue its steps.

If you stopped job A while job B is processing, the job B isn't stopped.
It should be stopped.

Precondition:
I have a parent job "Parent" that triggers child jobs "Child(1-N)", and then blocks waiting for them to finish.

Action:
1. Start Parent job.
2. Wait for children to launch.
3. Abort Parent job.

Current result: 
Parent job aborts but children continue to run. If the child jobs have no meaning outside of the parent, then child jobs have to be manually aborted.

I can see why you would want this behavior. It is certainly the correct behavior in the "post-build step" case. It is probably correct in the "non-blocking build step" case. In the case of the parent build blocking on children completing, there are definitely scenarios where it is not.

Desired Enhancement:
When "Block on child job completion" checkbox is checked, a list of options is shown. Add option to the list: "Child job action when parent job is aborted". Values: "None, continue running (default)", "Abort immediately".