I understand the problem, but can not confirm it here. When you loaded a level before, you should not get a no level error. This would be a bug. I can connect to a server here without getting this error.

What the manual means is that you must reload the level when you have a single player level and now switch to multi player mode. The reason is simply that a single player level is very different in internal structure to a multi player level. But when you're not in single player mode, it's completely up to you if you reload the level on connection or not. At least that's the theory.

If you can't find a reason of the disappearing level, please contact the Support - they'll look into it.