Can you provide more details? i.e. an SSCCE? And details on how you are calling pp?

I tried running a pp call with a simple infinite loop and it had no issues when I hit control-C in the console. Perhaps that's not analogous to what you are doing, though.

pp -x -e "while (1) {my $x = 1}"
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When I control-C:

Can't spawn "C:\berrybrew\5.28.0_64_PDL\perl\bin\perl.exe": No error a
+t C:/berrybrew/5.28.0_64_PDL/perl/site/lib/Module/ScanDeps.pm line 14
+48.
Terminate batch job (Y/N)? y
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Some details of what your perl and pp versions are would also be useful. I'm using Strawberry Perl 5.28.0 with pp 1.049 (PAR 1.016).