Mauricio is correct in stating that this is however the expected behavior of an coverging exclusive gateway. I suggest you look up the semantics of this type of gateway in the BPMN2 specification.
What you are describing (aborting the other alternatives once one alternative reaches the converging gateway) is a much more complex type of gateway. This is also knows as a deferred choice, where the decision which of the alternatives you execute is deferred until one of them returns with results. I suggest you take a look at the event-based gateway, as this exhibits this kind of behavior (it will wait for different signals until one arrives) and can be used to model what you are describing.
Kris