"Break" is a dependency between iterations, and really only makes sense in a sequential iteration. In a parallel for loop, you can break from the current iteration, but the next is probably already running.
If you want any iteration to be able to cancel all others, they have to be linked somehow. Giving every task a shared cancellation token might be simplest. Or you turn your for loop into a sort of task pool that intelligently herds threads in the background and can consume and relay cancellation requests.
But I agree, we need a new paradigm for parallel programming. For loops just don't cut it, despite being one of the most natrual-feeling programming concepts.
C#'s Parallel.For and ForEach are a step in the right direction, but very unergonomic and unintuitive. I think we could get by with just bolting parallelism onto for loops, but we need a fundamentally parallel concept. I assume it'd look something like cuda programming but I really don't know.