Why can't interactive utilities be cancelled?
If your state is just sitting in the file, interpret the signal as exit.
Ctrl+C doesn't mean "end this program." If you want that, consider Ctrl+\.
As another example, perhaps it would be nice if ctrl-w deleted one word backwards if you were currently editing text in your webbrowser, but close your current tab/window otherwise. If the state is always what the user expects when they press ctrl-w it would work fine, but in reality you would have lots of people accidentally closing tabs.