Makes sense to me.
But since our [Steam integration has some serious issues][1], we try to [track down whatever could be the cause][2]. And, thereby, this warning came to our attention… 
Clients lose connection during ServerTravel with OnlineSubSystem Steam - Platform & Builds - Epic Developer Community Forums
[2]: How to integreate Steamworks v136 or v132 to UE4.11 project? - Platform & Builds - Epic Developer Community Forums