Cancelling automatically popping "disconnected"

I’ve had this bug way too many times for it to not be consistent.
Whenever I launch a game, BG or ranked, if I ever change my mind and click “Cancel”, the game pops the “You’ve been disconnected” window, and keeps trying to reconnect for ever without making it. I litterally have to quit and re-launch the game to do anything.

If it’s a bug, please look into it, because right now the “Cancel” button is just a “quit and relaunch”. And if it’s intended… why put a “cancel” button in the first place ?!