Thanks. The "Break execution" button is enabled immediately when I execute a query in the SQL Window with these settings. Note however that the first time you execute something in the SQL Window, it will first need to connect to the database. If logon performance is slow, this can cause a delay during which the break button is indeed not yet enabled.

Also note that the break button will not immediately have effect for some database operations, for example when waiting for a lock or when performing an internal sort.