When you setup a game with a network slot but no player is connected, and you try to start this game, then a message window displays saying "Some network slots are still unconnected". This message window comes with an X on its top right corner which users would assume allows for closing this window. However, clicking on this X has no effect at all.
This is the same for the warning window which shows up when you click on 'Load Game' in the main menu but you do not have any savegames.