What the title says. When you join a server and press cancel, it continues to connect to the server even if you join another singleplayer world or multiplayer server.
You can end up in a singleplayer world, able to chat with those in the multiplayer server.
Thank you for your report!
We're actually already tracking this issue in MC-74984, so I resolved and linked this ticket as a duplicate.
If you would like to add a vote and any extra information to the main ticket it would be appreciated.
If you haven't already, you might like to make use of the search feature in the future to see if the issue has already been reported.
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