Problem still appears in 4.11.2 to me.
I found a small and simple fix for problem, if you still have it.
First convert project, because it is still 4.10 although You select 4.11 while creating project, to 4.11.2.
(Convert Projects to higher engine version: Open blank Unreal Engine 4.11.2 . Then in Project Browser select Multiplayer Shootout and open it. In next window select more options and select open copy.)
After project is convertet, go to MyGameInstance, then to ShowMainMenu Event and then all way to end where add to viewport node is. In front of this node add a 0.1 seconds delay and main menu will appear.
This fix will NOT work in 4.10
Strange bug