I was struggling with this as well, as we have a UI where a user can import a mesh. And this is a pain especially if the file is big and the user changes his mind and changes the file.
So waiting for a file to finish downloading, then cleaning it up, was not a great option.
I found a hacky way though, to abort a web request.
Import mesh returns a ISceneLoaderPlugin or ISceneLoaderPluginAsync.
const plugin = BABYLON.SceneLoader.ImportMesh();
Those plugins have an onDisposeObservable, and there is logic inside a SceneLoader that aborts a running request if onDisposeObservable fires an event.
So all I needed to do was notify observers.
(plugin as any)?.onDisposeObservable?.notifyObservers(plugin);
Would be great though if there was a public API for this.