I joined my own server, and when I press ESC key, I was directly sent to pit with no ask dialog like this: How can I config this? thanks.
I think in paractice and qualifying it's the case like you described. Only during the race you get a prompt like in your picture.
That makes sense seeing as there is the restart race option in the picture. I must have been mixing options up and thinking about this one in the multiplayer.json: "Auto Exit":false, "Auto Exit#":"whether to automatically exit after leaving auto-hosted\/auto-joined games", That one closes the game when you leave a server instead of back to the options screen.