Getting Internet Explorer to stop.
The problem is that Internet Explorer actually can't stop everything that's happening. Things have gotten amazingly complex over the years.
When browsers were first created, the web was basically a simple download of an HTML file. It was really nothing more than text, maybe a few graphics and then a way to display all of that.
The stop button was introduced so that you could actually stop whatever was going on: be it mid-download, mid-display or whatever. The browser was pretty well architected to be able to stop things when you press that button.
Increasing complexity
Add-ons can slow a computer
The stop button is limited.
In reality, there's so much more going on these days that can affect what Internet Explorer has to do, that the stop button (as you say), doesn't always work.
It's not up to MS IE. It's not Internet Explorer deciding that it does or doesn't want to stop. It's trying; it's doing its best to respond to your request. It's just that not everything is in its control anymore.
Why can't one stop a page downloading any more? (And I am NOT talking about a dual purpose "refresh" icon!) I want the little square that used to HALT the download--leaving whatever had downloaded to that point. The way Microsoft is implementing it now, either the whole page disappears or I have to suffer through every extra bit of junk a site tries to bog me down with! (And I tried to post this question to the Microsoft support site--but I have to give my life history to do so! -- and this from a Microsoft fan-girl!) I have IE 10.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic