Has Anyone Had This Play?

[rulesmaven]

Interesting play last night in Dodgers/Rockies. 1st and 2d, 2 out. Visting pitcher comes set. Just before pitcher starts toward the plate, batter asks for time then starts to wave his hands as pitcher begins his motion, and starts to back out of the box. PU does not grant time, but pitcher stops his delivery.

Balk. Naturally, the batter then hits a single, scoring two runs and tying the game and the team later wins in extras.

Baseball is not my sport. I thought this was an interesting play. Is there any option for the PU here? Or are pitchers to be taught always to complete their delivery once they begin?