The official 0-day update will have more connection info as an option:

#1 cause of custom game pain: People being impatient.  The NAT connection system won’t insert people into the lobby until they’ve connected together. But if people leave, you can end up with it taking a lot longer.

Here’s another cause: Too many people trying to join a given game. Users aren’t inserted into the lobby until they’ve all connected.  Now, you might ask, why not just insert people as they connect to the host? The answer is because it would open a new socket for each one due to the way the lobby interacts with the NAT facilitator. The solution will be to have this dialog become richer so that the host can take people in.