Is it possible to have an "abort login" / "please don't teleport me to that world, I just clicked the wrong thing" feature added to the website ?
No rush
If you're already inworld at the time you press an Enter World button then the TP will either be initiated or the world will begging starting up and you'll be scheduled to TP to it. As starting up a world incurs cost for us we don't want to enable people to cancel starting up a new world in order to start another. If they start a world they'll have to wait until the process finishes.
If, however, you haven't logged into the grid yet then we haven't started the world startup process and you can simply press another world's Enter World button to login to it instead.