If that is in the BattleNet app launcher, it could be something with a disconnection. I need the error code with that message to give you a better idea.
First, you have to understand that a connection to a game server goes through a series of network hubs and computers before reaching a “game server”. If a game server itself ever crashes, you would still be connected to the lobby server and you would have received the message “Server closed due to an unexpected error” and in that case, you don’t lose anything.
If you are getting kicked entirely from the game client, that is something going on outside of the game server, and yes, penalties will apply. It can be something between the game server and your own connection. It is frustrating, but if it is happening frequently you might be able to trace to where the problem is happening by running a WinMTR test.