Rejected - Inactive Safeguard Against Accidentally Missing Private Messages

[12-XVI]

I like to read private messages. But sometimes I get one precisely when I'm restarting the window or exiting and thus accidentally remove it before reading it. Worse, I probably won't even know who sent it. It would be nice to have some kind of protection against that, e.g. the appearing of a disconnect confirmation pop-up (similar to the one players get when trying to disconnect from a battle) if someone tries to leave within e.g. 2 seconds of receiving a new private message.