I suspect that this has always been the case but I am not sure and have not tested with older versions but with the current Gpg4win-4.2.0 beta I noticed during testing with large files and because we are currently testing cancel that GnuPG is not killed even if the decryption is done in the current way through a Kleopatra output.
So in my tests kleopatra keeps doing the writing and GnuPG the decryption.