PrimaryOnlyService should periodically check for cancelation while loading state documents (see here and here). The following is an example of a loop used to load state documents:

...
FindCommandRequest findRequest{ns};
auto cursor = client.find(std::move(findRequest));
while (cursor->more()) {
    stateDocuments.push_back(cursor->nextSafe().getOwned());
}
...

The current implementation keeps following the cursor regardless of service cancelation. Periodically checking for cancelation and interrupting the above loop would make services response faster to cancelation.