Orchestrations started by a reactor are not soft-killed properly

Description of Issue

A multi-step orchestration started by a reactor is not soft-killed as expected by the state.soft_kill runner.

Setup

Set up a reactor to trigger a long-running orchestration with multiple steps.

Master configuration:

reactor:
  - 'my/orch/event':
    - /srv/reactor/my_sleepy_orch.sls

/srv/reactor/my_sleepy_orch.sls:

run_sleepy_orch:
  runner.state.orchestrate:
    - args:
        - mods: orch.sleepy

/srv/salt/orch/sleepy.sls:

be_sleepy:
  salt.function:
    - name: test.sleep
    - tgt: 'minion1'
    - arg:
      - 120

come_to:
  salt.function:
    - name: test.sleep
    - tgt: 'minion1'
    - arg:
      - 10

awaken:
  salt.function:
    - name: test.echo
    - tgt: 'minion1'
    - arg:
      - I'm up!

Steps to Reproduce Issue

Run salt-call event.send my/orch/event. Find the triggered orchestration jid in the logs or by watching the event bus, then (within 120 seconds of the reaction):

salt-run state.soft_kill 20200226155608333957

Check the logs or salt-run jobs.list_job 20200226155608333957 and see that the test.echo command ran on the minion.

If the same orchestration is run directly with salt --async state.orch orch.sleepy and soft-killed in the same way, only the first long sleep will execute.

Versions Report

Salt Version:
           Salt: 3000
 
Dependency Versions:
           cffi: Not Installed
       cherrypy: Not Installed
       dateutil: Not Installed
      docker-py: Not Installed
          gitdb: Not Installed
      gitpython: Not Installed
         Jinja2: 2.7.2
        libgit2: Not Installed
       M2Crypto: Not Installed
           Mako: Not Installed
   msgpack-pure: Not Installed
 msgpack-python: 0.6.2
   mysql-python: Not Installed
      pycparser: Not Installed
       pycrypto: 2.6.1
   pycryptodome: Not Installed
         pygit2: Not Installed
         Python: 2.7.5 (default, Aug  7 2019, 00:51:29)
   python-gnupg: Not Installed
         PyYAML: 3.11
          PyZMQ: 15.3.0
          smmap: Not Installed
        timelib: Not Installed
        Tornado: 4.5.3
            ZMQ: 4.1.4
 
System Versions:
           dist: centos 7.6.1810 Core
         locale: UTF-8
        machine: x86_64
        release: 5.3.0-40-generic
         system: Linux
        version: CentOS Linux 7.6.1810 Core

Start with the state.soft_kill runner and the runner.state.orchestrate path used by the reactor configuration. Reproduce the event-triggered orchestration with orch.sleepy, then compare its behavior with salt --async state.orch; done means soft-killing the reactor-triggered job prevents later orchestration steps, including test.echo, from running.