This has happened twice to me and once to a friend. What happens is the battle search is active and when it seems that it has found a target the screen of two doors with the sphere in the middle appears. The problem is the screen freezes and never introduces the opponent. You have no option to leave other than loading Mirage Master and then going back to the arena. It seems that losses do not occur when this happens.
Also note that if you move your mouse towards the bottom of the doors the mouse senses buttons but clicking doesn't seem to do anything.