You're allowed to cancel a Components test by clicking the "Cancel Build" button while your test is executing. When that happens the test will move to a cancelled status. This will also send an informational line to your CI.
However, this doesn't send an error message to your CI system. It's just sending the information and the CI can't determine if this test passed or failed.
Requesting to send a error message so that the CI can parse it and set the test status to a "Failed" test run.