First the eventhandler has to be set on the server, this will work fine:
AI must be disabled for this to work!
1. Have two players on a dedicated server (or at least both be dedicated clients and not the listen server)
2. Have both players in the same group with the player disconnecting being a subordinate
3. Have the subordinate player disconnect, note how AI takes over for a brief moment before the players unit immediately falls over dead. This will only happen in a group that is local to another player, if the player is in its own group it behaves as expected (preserves the unit)