I have two scenarios:
#!/usr/bin/env bash
sleep infinity
# When I type Ctrl-C here, "sleep" command and script are stopped so I didn't see "End"
echo End
#!/usr/bin/env bash
docker exec container-id sleep infinity
# When I type Ctrl-C here, "docker exec" command is stopped but script continued so I saw "End"
echo End
Why the difference in behaviour?
That's how bash behaves when its process group receives a SIGINT but the program currently running on the foreground terminates normally.
The rationale for this behavior is given here as follows:
The basic idea is that the user intends a keyboard-generated SIGINT to go to the foreground process; that process gets to decide how to handle it; and bash reacts accordingly. If the process dies to due SIGINT, bash acts as if it received the SIGINT; if it does not, bash assumes the process handled it and effectively ignores it.
Consider a process (emacs is the usual example) that uses SIGINT for its own purposes as a normal part of operation. If you run that program in a script, you don't want the shell aborting the script unexpectedly as a result.