Do I need to stop / linger while a scan is in progress from a systems authority vessel?

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When clearing a dock and leaving for another system/station, sometimes a systems authority vessel comes close and initiates a scan for illegal cargo and similar.
What if this scan comes in when I'm already charging the frame shift drive, should I abort to let the vessel complete its scan? Will I incur a fine if I jump in the middle of the scan?
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Glitched System Authority Vessel
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