I have the same problems with my S5 Pro and the latest firmware. Abort print leads to an endless loop which has nothing to do with cooling down the nozzles or the build plate. I left the printer overnight and found it in the morning still displaying the 'please wait' message. Just to be sure, I re-installed the latest firmware, without any result.
Also, with my previous Ultimaker, the 2+ connect, 'skip cooldown' worked perfectly. In my S5 Pro, however, the option is even greyed out!
It would be great if Ultimaker would be to provide a firmware update asap to resolve these basic issues. Fingers crossed :)