Editor launches standalone in auto connect mode always (bug?)

In a multiplayer project on 4.21.1 I am using STANDALONE and have set in the editor to NOT connect automatically to server:

I am now seeing a behaviour where one of the two game instances I spawn tries anyway to connect, as I see in the logs:

LogNet: Join request: /Game/Maps/Menus/OSA_Menu_Level_Main?Name=fido2-24B5013F48EE7B4C380521A689E13A3E?SplitscreenCount=1

This results in the game hanging in one of the two windows. This messes up entirely my setup, and if I close the other one, the one that hangs suddenly appears.

Additional info: on the client that gets hung, the menu level doesn’t even get loaded as the “Begin Play” event does not even get called.

Note that the very same setup works perfectly on a built game.

Is this a bug? What can I do?

Thank you,