The Home action does not stop when you press the STOP sign.
This is just a WAG but ‘Stop’ is what I would call a ‘soft stop’. The current command will complete before the stop command is processed. If it worked any different you would essentially be screwed as far as carrying on (unless you want to go back and try a ‘run from line x’).
Anyhow, if you want the machine to stop NOW, you need to use the ‘HOLY SHIT’ button 
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@R.Portman I was going to add that the homing sequence likely doesn’t involve that many gcode commands. So as @Jens says, the soft stop will not stop a command that’s already been executed.
For my interest, I ran a homing sequence and looked at the console to see which commands were involved.
Alas, the console didn’t show any. But a Google search indicated that only G28 is used to home all three axes. Homing individual axes is a bit longer.
If it is in fact only G28, that could explain it.
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@R.Portman homing isn’t a process that you can really abort, though in future grblHAL firmware versions it may be possible. This is why the E-stop is so important to act as the main ‘stop everything’ switch for the machine. This isn’t a bug in gSender, this has always behaved this way.