Cancelling a job in CA7 & in SDSF are different.
Consider you cancel a job "A" that is active in CA7 & SDSF.
When you cancel the job in CA7 thru cancel command the job kicks off from CA7 and not from SDSF.
The process of cancelling a job is to first cancel it in SDSF and then in CA7.
CA7 is just a tool to schedule and track the jobs.
Hope this clarifies your doubt.