Canceling out of server entry forces you in anywhere from any screen, the server list, the title screen, even the single player world screen. (Note in the video I did not enter a single player world as shown by the server output.)

EDIT: If you cancel entering a server and enter a singleplayer world at just the right time, the server will log you in but you will also be in your singleplayer world at the same time. See screenshots. Video shows example of this (in the best low quality available!)