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.