The promises continue running in any case if you have multiple of them pending, regardless of the mechanism you use. (You have to pass around an abort token or the like to cancel execution in that case, and check it through the execution of the async functions being called, to deal with that case.)

Promise.all() does hook rejection on all of them, though admittedly it does swallow the other errors if any of the others fail as well. Sequential await will leave you with unhandled rejections, though, if an earlier promise in the sequence rejects.