Cancel will end the show prematurely (as opposed to allowing it come to a natural end by the audience triggering Behaviours and completing all the Scenes they are required to).

Depending on how the show has been set up, Cancel can trigger a different 'ending' to the show (e.g. a separate ending, different from the one usually arrived at each time the show runs it’s regular course). This might be a different sound or lighting state, for example.