Wow, thank you for putting into writing one of my greatest pet peeves about Windows. Never thought about how often I encounter this issue until now, and how bad the UX is.
Connecting to a slow network share? Rclicked and one context extension is acting up? Just feeling cranky today? Well (not responding).
And if you want to close the (not responding) window, I hope you didn't want any of your other windows, including you in-progress file copies.
Therefore Explorer is no longer going to get any love from Microsoft.
You can’t do this in Windows and that’s also why you can’t delete in-use files or directories with files inside