Allowing canceling a multiplayer connection during catchup

[Jackalope_Gaming]

A small quality of life suggestion that I'd like to see is the ability for us to simply disconnect or otherwise stop trying to connect if we're in the Catchup part and notice that we won't be able to connect. Quitting the game obviously stops it from trying to connect, but it'd be nice to just press a button and go right back to the main menu instead of quitting the game and then waiting for it to start and load mods or whatever.

Waiting for the catchup bar to go down to 0 can take a very long time, so being able to quit it without having to kill the game would be very welcome.