If you have the in-game menu open and the game ends suddenly (e.g. if the other player(s) disconnect in an MP game), the in-game menu doesn't disappear. It should.
This still happens as of this writing. Test: start a multiplayer game with one player as an observer and open the observer's menu, and then kill the other player's client, so the server aborts the game. The observer player is booted to the splash screen, but the menu remains open.