I'm using mingw32-make 4.2.1 from MSYS2/mingw32.
When I abort a build, make fails to unlink the intermediate files. I previously used 4.1.90, and I don't remember having these problems.
This happens even for a single job (without -j).
mingw32-make: *** Deleting file 'obj/main.o'
mingw32-make: unlink: obj/main.o: Permission denied
^CTerminate batch job (Y/N)? y
mingw32-make: *** [Makefile:7178: obj/main.o] Error 255
Terminate batch job (Y/N)? y
mingw32-make: *** [Makefile:5574: app.exe] Error 255