From a technical standpoint, as a network administrator, you can't always say, "Well everything else works, so this should too." There are a myriad of reasons why something like this might happen from where you are located in the network in relation to the game servers, how your traffic to and from the game is routed between destinations and so many other things it's impossible to name them all. While the forums are also hosted by SE, they are most definitely NOT hosted on the same servers as the game, so your connection path to them will be different. Also, connecting to a website is a lot less resource intensive and sensitive to minor connection fluctuations as the game is, a website is much more forgiving.
As for the penalty... Well, the server doesn't have a way of knowing you hit 'Commence' before you got disconnected. All it know is it didn't get a response from you so you're responsible for that lack of response. It's like being sick and staying home from work and being unable to call because your phone is broken... Your job doesn't know you're sick or that your phone is broken... It's unfair but you should expect that there's going to be some kind of penalty to deal with there.