The command used below to execute the BW Chain is using the parameter ERROR=SUSPEND.
BW_ACTIVATE_CHAIN ID="Name of SAP Chain",NOFOUND="ABEND",ERROR="SUSPEND",REPLICATE="ALL"
Based on the documentation below, it is normal that the SAP job will remain active until the restart of the process chain.
SUSPEND = The job remains active until a restart of the process chain / its child processes has been successful or the job has been canceled manually.
You can use this parameter in order to restart process chains or their child processes. The advantage is that the job does not end which would include that processing continues in a parent (such as a workflow).
So, if you want the SAP job to abort when the SAP Chain aborts, you need to use ,ERROR="ABEND" as explained in the above documentation.