Why do file transfers take a long time to stop? I encounter this problem a lot, and I've also had it on Windows.

It doesn't matter if it's over a network, or locally on a hard drive, but file transfers never stop when I click the stop button. They always take 20-30+ seconds to stop.

I have encountered this issue across multiple Macs, and even on my old Windows PCs I used to use.

Is there something inherent about file transfers that cause this massive delay?
With file transfers, both copy and move, cancelling the operation tries to not interrupt the current file being transferred. When interrupting a file transfer, Finder finishes the current file, so that you are not left with two corrupt half-files in both locations. This means you can continue the operation later, or move the files back (if it's a move), if you so wish.