This behaviour is not wanted, because it might confuse an end-user. He/she might think it’s broken and doesn’t work.
I have gotten quite a few calls from customers about this issue.
I have worked with a few programs, that “breaks” if this bug occur.
The program might use a database on a server on the network. If the program finds the database via the network drive, it might not be able to see the database, if the drive looks disconnected.