Depends on the game. If a game has a user host the game, like Call of Duty (Modern Warfare 2 had that lovely host switch though when the host left), then yeah, the game will end when the host leaves, but if the game is hosted by servers, I can't think of an example at the moment, then it won't quit. It's mainly a game flaw, rather than the service flaw. The PS3 has the same thing, Call of Duty 4, if the host left, the game quit, but in Socom, the servers host the game so it stays up. PC games have this too, but for the most part, 99% of PC games will have server hosting, or let users create their own servers (think Counter Strike: Source). Sometimes a developer just can't keep their servers open for a game when they aren't charging you for it, so they make it so the users host or eventually they shut down the servers.