Haven't tested this in other game modes. At least with the knights expansion there seems to be a problem with random map generation when playing with a friend.
The host seems to be generating the random map, as intended. The other player got a completly different map to play with (pretty sure that it's the default map layout). This leads to async game because the players are getting different ressources (because of the different map layout).
The non host player thus drops out as soon as he tries to build something with their "cheated" (wrong, as far as the host knows).