Are you deleting to the Recycle Bin? If so, the dialog and abort button are handled by the Windows shell and should behave the same as in File Explorer.
If you're doing a non-recycled delete and seeing that kind of behaviour, my guess is antivirus or something is causing unusual delays. This may be related to your other thread about delays, and it would be best if we can solve that before worrying about other things which may turn out to have the same cause. We'll look at the snapshots as soon as you've sent them to us.