JavaFX - Cancel Task doesn't work

In a JavaFX application, I have a method which takes a long time on large input. I'm opening a dialog when it is loading and I'd like the user to be able to cancel/close out the dialog and the task will quit. I created a task and added its cancellation in the cancel button handling. But the cancellation doesn't happen, the task doesn't stop executing.

Task<Void> task = new Task<Void>() {
    @Override
    public Void call() throws Exception {
        // calling a function that does heavy calculations in another class
    };
    task.setOnSucceeded(e -> {
        startButton.setDisable(false);
    });
}
new Thread(task).start();

cancelButton.setOnAction(new EventHandler<ActionEvent>() {
@Override
public void handle(ActionEvent e) {
    System.out.println("Button handled");
    task.cancel();
}
);

Why isn't the task getting canceled when the button clicked?