This apparently is a bug and should be reported to https://odoo.com/help. The behavior can be reproduced in https://demo.odoo.com using - and this is an important side note - Assignment Method 'Pick User/Resource then Time' AND Availability on 'Resources (e.g. Tables, Courts, Rooms, ...)'. Since this configuration works as you've suggested when Availability on is set to 'Users' it seems to me like a simple oversight in testing.

If the current behavior bothers you too much, you can do the following hotfix (a temporary solution only!):

Enable the Developer Mode (https://www.odoo.com/documentation/18.0/applications/general/developer_mode.html), then navigate to Settings -> Technical --> User Interface -> Views.

Here, you will need to modify two view templates:

• Key: appointment.appointment_info (Appointment: Appointment Info)
• Key: website_appointment.appointment_select_operator (Appointment: Appointment Operators)

appointment.appointment_info:

Line 41 to 44 should currently read:

<div t-if="state == 'cancel'" role="alert" class="o_appointment_cancelled alert alert-danger">
    <strong>Appointment cancelled!</strong>
    You can now choose a different schedule that suits you better.
</div>

Replace it with:

<!-- hotfix to address missing cancellation message: start -->
<!-- this will prevent the cancellation message from being displayed a second time when re-scheduling right after a cancel event -->
<!-- see https://www.odoo.com/forum/1/280749 for details -->
<!--
<div t-if="state == 'cancel'" role="alert" class="o_appointment_cancelled alert alert-danger">
    <strong>Appointment cancelled!</strong>
    You can now choose a different schedule that suits you better.
</div>
-->
<!-- hotfix to address missing cancellation message:  end -->

(This will prevent the cancellation message from appearing in the time-slot selection view future onwards. Make sure this does not clash with other appointment types in your system!)

website_appointment.appointment_select_operator:

Line 22 to 23 should currently read:

<div class="row">
<div t-if="appointment_type.schedule_based_on == 'users'" t-foreach="users_possible" t-as="staff_user" class="col-md-6 col-lg-4 mb-4">

In between these two lines, add this:

<!-- hotfix to address missing cancellation message: start -->
<!-- this will fetch the GET parameter 'state' from the URL and display a cancellation message if that parameter's value is 'cancel' -->
<!-- see https://www.odoo.com/forum/1/280749 for details -->
<div t-if="request.params.get('state') == 'cancel'" role="alert" class="o_appointment_cancelled alert alert-danger">
    <strong>Appointment cancelled!</strong>
    You can now choose a different schedule that suits you better.
</div>
<!-- hotfix to address missing cancellation message: end -->

Your result will look like this then:

Please note:

This is not a recommended, update-safe way of implementing changes to templates! In my opinion it is however a doable approach when a custom hot fix needs to be applied in Odoo Online until the issue is resolved in core.

Note as well: 

This change may has to be manually reverted or reset, once/when/if a solution is provided by Odoo help desk.
To do so, you can navigate to these two views again, click the Actions cog -> Compare/Reset

In the appearing wizard view, select Reset Mode 'Reset to file version (hard reset)' and click Reset View

(the source it will reset to may differ from what has been changed / is visible in the screen in case a fix by Odoo was applied to either of these files)

Final note: Above hotfix works, because 'There should be no further navigation required to confirm the action' is actually not needed. The cancellation has happened at the time of (prior to) being redirected and the problem is just a visual one.