Do you immediately withdraw your candidacy after verbally accepting an offer from another?

I’m finally off this emotional roller coaster of unemployment! It’s like all the rejections led to the perfect job for me, my top choice: much higher pay, remote, challenging, etc. They gave me a verbal offer yesterday and will work on a written offer next week!

However, I’m still in the running for another position for a final interview next week. It was my last choice but I am actually very curious about their offer though I know I won’t accept.
Also, I’ve been told that you should keep going until you sign a letter. People had jobs reneg before. I actually experienced this the same day I was offered this position! An employer decided not to hire me and went internally! Technically they said I was their top choice and sent me the final hiring steps, it wasn’t an actual offer but still!

Thoughts?