Sometimes a workflow is cancelled. One example of this is if you have the
option turned on, which is really useful.
The problem comes about when you have a job in a workflow that would cause problems if it were cancelled halfway through. Sometimes infrastructure actions need to be completely finished in one atomic change or else things can be left in undesirable states.
It can be that a previous workflow is running and one of these jobs is running at the time when you decide to push another commit and now the above setting means the workflow gets cancelled and the job along with it.
In other build systems there is an option for 'locking' stages so they cannot be cancelled until they complete, some sort of option for being able to prevent a job from being cancelled (perhaps without at least requiring a manual cancellation in the UI) would be very useful.