GNU Emacs 25.2.1 (x86_64-unknown-linux-gnu, GTK+ Version 3.22.16)
 of 2017-08-09

To reproduce, you'll need to add eshell-tramp module to configuration. Add
the following form to your Emacs configuration file:

(eval-after-load 'esh-module
  '(add-to-list 'eshell-modules-list 'eshell-tramp))

Then, M-x eshell.
$ which sudo
eshell/sudo is a compiled Lisp function in ‘em-tramp.el’
$ sudo sleep 10

Now, if you try to leave interrupt `sleep` using C-c, it won't work.