Video Repro:
Simply join any game that has a sub place, and kick yourself, using Dev console, in that sub place, no shutdown message is displayed.
Happens on both Mac and Window 10, although it doesn’t seem to happen at every game, but does happen 100% at my game.
To get to a sub place, just hit play now and then Play.
An example of a sub place where it is shown is if you hit the Team Customization button from the same lobby and go to that server, and then kick yourself.