SQL Server Native Client (SNAC) is not supported beyond SQL Server 2012. Avoid using SNAC in new development work, and plan to modify applications that currently use it. The Microsoft ODBC Driver for SQL Server provides native connectivity from Windows to Microsoft SQL Server and Microsoft Azure SQL Database.
The SQLCancel topic says that in ODBC 2.x, if an application calls SQLCancel when no processing is being done on the statement, SQLCancel has the same effect as SQLFreeStmt with the SQL_CLOSE option; this behavior is defined only for completeness and applications should call SQLFreeStmt or SQLCloseCursor to close cursors. But even if your SQL Server Native Client application sets the ODBC API version to be 3.5.x or later, the SQLCancel function will use the ODBC 2.x behavior.