Why does cancelling a copy-operation take (long) time?

Scenario: I'm copying a couple of large files from a DVD onto my desktop (Windows 7 Pro, in case that matters). After a while I realize that it is going to take too long time, and I press "cancel". The copy dialog changes and says "Canceling...", and then nothing happens for a long time -- several minutes, long enough for my patience to run out.

Why does it take time at all to "cancel" a copy-operation? What is the OS doing or waiting for?

Most people would give an uneducated explanation to this, which is why I'm not going to explain this.

You should see this for yourself, Process Monitor allows you to see in detail what I/O is happening! This allows you to confirm whether it's doing something like "uncopying", whether the virus scanner is part of the lengthy cancellation and so on; try filtering down to the source and destination path such that you don't get a lot of irrelevant information.

I can't / won't copy any results at the moment; so, it is left as an exercise to the interested reader...