Reference: al-Muntaqaa min Fataawa Shaykh Saalih al-Fowzaan – Volume 5, Page 51, Fatwa No.77
Question: I notice some people praying a voluntary prayer, and when the mu.adhdhin announces the start of the prayer, they cut short and dismiss their [voluntary] prayer even though they have already performed one rak’ah but not completed the second rak’ah. So is this permissible or not?
Response: If the prayer has started and the Muslim had started praying a legislated voluntary [prayer] before the [obligatory] prayer had begun, then it is best to swiftly complete it and not to cut and dismiss the prayer, as Allaah (Subhaanahu wa Ta’aala) says:
{and render not vain your deeds}, [Soorah Muhammad, Aayah 33]