Terminating upon SIGINT can be problematic, in the case of jails that a user may not expect to be persistent; e.g. jail -c command=yes followed by a prompt ^C will send SIGINT to both jail and command, terminating both and leaving the jail laying around. In theory, this is not necessary; the command should be terminated, then jail(8) will do the appropriate cleanup.
This is perhaps a request for comments. =-)