Quick question on Event - Player Leaves Game with Defeat

I don't have my shizzle together right now but I had an idea and it sort of rests on one question:

When does the event "Player leaves game with a defeat" take place in a single-player game? Does it happen before or after the player actually leaves the game?

If I had a trigger that went like this, for example:

E - Player 1 leaves the game with a defeat
C -
A - Set next level = BlahBlahBlah.w3x
A - Victory for Player 1, hide scores, hide dialogs

Would it mean that if the player hit the quit menu option - or the restart mission menu option - it would quickly just boot him to level BlahBlahBlah? Or would it just, I don't know, screw the game up irreparably?