This message isn't always what it says. I've had it several times in sessions all on my own. From what I gather, it's just a generic "you were disconnected" error.
Got one from one of my friends yesterday and it was only 4 of us in an invite only lobby. He later experienced "splits", so it might have been related to connection and how the servers react to it. Most of the times it will just separate lobbies, with everybody writing "left" on his end.