I've tried to send SIGINT before asking and got an impression
that it doesn't cancel the gdb/mi command.

I was wrong, it works, but one might need to send several
SIGINTs. In my case, the first exception thrown by quit() was
caught and ignored in cp-support.c replace_typedefs(), and the
gdb/mi command continued running. The second one was caught
and handled in cp-support.c inspect_type() which made a slow
-var_list_children command to complete.

This also happens in a terminal, sometimes more than one Ctrl-C is
needed to cancel a command.

Is it by design and clients should send SIGINTs repeatedly?

Do I understand correctly, that it is safe to send a SIGINT when
no gdb/mi command is running? Meaning it won't terminate
gdb. I've tried and it works, but maybe I was lucky.