Chances are you had a disconnection of some kind before the game could load (such as a “Failed to connect to server” error). That being said if this is happening frequently, STOP playing Competitive play and begin connection troubleshooting.
Unfortunately all disconnections and game crashes counts as leaving the match and will be penalized appropriately. The game server has no way to discern a legitimate disconnection or game crash from one that is forcefully caused by a dishonest player to bypass leaver penalties. You can learn about this policy here: