Goku cancels his Kamehameha to avoid wasting the energy hes about to use, not the energy he already has used up to that point. He's trying not to waste any more energy, not get out of using energy at all.
In the DBZ universe, one still has to keep pumping ki into a beam to sustain it. Videogames have the luxury of isolating these mechanics to suit gameplay. ESF is all about Ki & Risk Management.