Some reports take a long time to generate.  If you open such a report by accident (meant to open a different report, for example) there is no way to to interrupt it, you have to wait for it to finish before closing it.  Similarly, if you configure a report from the main report view, and decide you do not want to see the report, closing the configuration then proceeds to generate the complete report.

This was mentioned in bug 461749, which just allowed opening the configuration editor without first generating the report.

There are actually two requests here.  The first is likely easy, but would still be useful prior to accomplishing the second.
1) If you open a report configuration directly from the reports view, allow closing the configuration without generating the report.
2) Actually allow interruption (Cancel button, for example) the generation of a report.