I think the point is, if you are playing in a multi-player game it is respectful and more fun for everyone in the round if you finish your game with them. By you leaving it forces everyone to wait for your disconnect and sometimes crashes the game for everyone else (something we are actively trying to fix, but it is hard)
Remember it is just a game and logging a bad score every now and then is not the worst thing, but building WGT friendships is worth a lifetime