Civil ATCO cancels clearance or instructs the pilot to stop immediately.
Mil ATCO cancels clearance or informs the pilot for him to decide.
I always thought that it was a/c captain that had the final say, if so, why the directive STOP IMMEDIATELY from ATC with no info as to why.
Isn't it a bit like when you're on finals and PNF suddenly says "Go Around"? It's not something that would be said without good reason so the default is to do as instructed and sort out the reason why later. In this case the reason might have been apparent by looking out the front, assuming visibility was adequate but the extra second required to do that, identify the problem and then act might be the difference between a simple change of underwear and waking up the fire department.
If ATC had to give the reason for the instruction before the flight crew acted then the delay might be critical.