Issue when closing window down in my multiplayer game

Hi Guys/Gals
I have hit a snag when I click the windows close X (top right corner) on one of my clients in multiplayer.
It deletes the player from the game but it doesn’t delete the weapon that they player was using - Any ideas why?
Is there a blueprint function for when the windows X gets hit - if so I can then delete it in there ???

Thanks in advance