When I join a friend's world or join a server if I click "cancel" once joined it shows the autosave icon rather than returning to the main game menu immediately

Steps to reproduce:

1. Join a server either LAN and XBOX
2. Click "cancel now" as soon as you join
3. It will show autosave icon Not to the main menu right away

Observed results:
Click cancel now and the autosave icon will be displayed

Expected results:
Return to the main game menu as soon as "cancel participation" is clicked