Yea, i have sometimes the same problem.
Sometimes the loading screens go by really fast, other times it’s really slow.
Sometimes i have the impression that the server treats players like monsters and, instead of spawning you and the game removing the loading screen as soon as it’s finished, it spawns players in huge chunks every 2~3 minutes, like monsters, and if you’re unlucky you have to wait the full 2~3 minutes in the loading screen. 
Maybe it’s just because your client waiting for the server to send you enough information so you can spawn and if the server is busy it takes a while for you to get the neccessary info.
The last moment of the load screen definitely has something to do with the server, because usually as soon as you hit that last part of the loading screen you can hear yourself walking around if you press your movement buttons, so your client definitely already loaded all the assets and put you on a map and is accepting input, it’s probably just waiting for the server to link you up and synchronize you with the rest of the players.
The game shouldn’t close itself during the loading screen, though… maybe it did that because it lost server connection and a timeout happened?
If it happens more often and on the same map/character it could also mean that some files are corrupted and you’d need to reinstall/do a file integrity check via steam.