Think of it this way - each indexer is like a library with its own librarian. Whenever you start a search, you give a request to the head librarian, and she writes instructions for all the other librarians to check their libraries for the books you have asked for, and instructions on what to send back (the whole book, or just a couple of pages).
When you cancel a search at the search head, the head librarian has to write an instruction to cancel the searches at each library, then the individual librarians need to get that order. If they happen to be back in the back shelves and storerooms getting information for your search, or for another search, there might be a delay before they know they are supposed to stop your search.
II recall correctly, there is a ten minute default duration for searches, so ten minutes after the search head is brought down, all of the subsidiary searches should have completed... although I'm fuzzy on the exact process order so I'll defer to wiser heads.
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