When using a retry wrapper in Pipeline you cannot abort during the retry, the abort is treated as any other failiure.
Retry build step incompatible with canceling builds
Pipeline executes "retry" when pipeline is aborted
workflow-basic-steps: retry does not abort when input or milestone try to abort build
workflow-basic-steps PR 35
workflow-cps PR 103
workflow-job PR 36
workflow-step-api PR 20