I found one possibility to gracefully end a SAS job. The code is rather straight forward. One opens a macro with a condition statement %if %then etc. If the condition is fulfilled, the code may run as previously anticipated. If not, a return statement ends processing the procedure.
%let dsn=work.a;
%macro abortIfRemaining;
%if (%sysfunc(exist(&dsn))) %then %do;
--insert data step statements
%end;
%else %do;
%put &dsn not found;
%return;
%end;
%mend abortIfRemaining;
%abortIfRemaining;