The "Cancel" button!

Today I got stuck in the lobby twice when I tried to join a room:

When this happens, you can either wait for someone to invite you somewhere else (you can't type anything in the chat, so you can't ask people to invite you) or quit and re-launch the game.
To avoid these kind of situations, there should be a button like this:

which would stop the game from trying to connect to the room and would send you back to the lobby.