Same here on Win10, and I don't think that it does matter in which order you log out.
Anyway, the host must be able to play alone and his client(s) must still be able to relog in after he had some time of single play.
Imho, it's annoying enought that only the host can do so. I would gladly spend some €s/month to have a dedicated server where all of us could join or leave whenever we want.