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;