An SQL CLI external stored procedure can issue asynchronous aborts. Normally if a client application issues an asynchronous abort, the system aborts the transaction on the Teradata platform, and an abort success message is sent to the client application; however, the system cannot do that for an SQL CLI external stored procedure. The system must roll back the transaction (if there is one) and return the abort status to the SQL CLI external stored procedure without affecting the client application in any way.
The undesirable side effect is that if the client application had an outstanding transaction, that transaction would no longer exist. As a general rule, you should not write your applications to submit CALL requests inside a transaction unless it is known that the stored procedure will not issue any asynchronous aborts.
This same issue is true for synchronous abort logic in stored procedures.