@nincollin The difference is usually subtle, but in this case it's deceptively critical.

"Abort" means "quit what you were trying to do & return to your calling program with an error," while "Fail" means "keep running, but you have to handle this error condition yourself."

In this case, there's nothing to quit back to except DOS kernel, which runs command.com all over again, which first checks the disk is there before showing a prompt.

https://en.wikipedia.org/wiki/Abort%2C_Retry%2C_Fail%3F is a good explainer.