1. Fire up a private server.
2. Load up the Steam client.  Navigate to a room you control.  Build some creeps.
3. Kill the private server.

The Steam client sits there waiting for the server to respond, but it never gives any visual indication that anything is wrong.  The creeps in the room are motionless. I can still add construction sites and view information on creeps/structures in the room.  I waited at least 15 minutes and nothing has changed.

I would expect that after five seconds of no server contact there's some visual indication that something is wrong, and after 30-60 seconds of no contact you get kicked back to the main menu.