I had the situation recently where my connection dropped just as I clicked ‘add new feed’.
The dialog took a VERY long time before it failed (i was worried, lol!), and I needed to reboot, and I have a pattern of quitting all non-built-in apps before I reboot. (Yes, I know I could force quit, I’m addressing ‘how could this be better?’
It would have been nice if there was a ‘x’ button on the dialog to cancel the fetch.
Just a ‘nice to have’ 
Thanks! I’ve added it to the bug tracker: https://github.com/Ranchero-Software/NetNewsWire/issues/5279