I've gotten it before, and also I've gotten it end the end of coin room matches.
As a courtesy, I like to acknowledge the other players with a GG or some other well wishing, and maybe even compliment and/or encourage my partner, but I do get the "non working" chat bubble and I come off as the tool who just bugs out and leaves others hanging.
IMO, alt shot is a chance to meet and interact with others, and I often have a good time chatting around the course. Getting the shut down in the end is a rude ending to a nice time spent.
Ark