exactly what version are you running?
I recall there have been some automatic reconnect attempts in past releases. One was for Popup Describe, and there was some other case that I cannot recall, but it I thought it got fixed. Anyway, if the connection password was saved it just opened another worksheet. Without a saved password, of course, you get a dialog for the Connection Login prompt.
I'm sure the behavior you are experiencing is fixed post-4.1.1, but perhaps it missed 4.1.1
I am currently using this version (sqldeveloper-188.8.131.52.59-x64)
4.1.1 - well I ran into another bug testing your scenario.
When i start to type in the newly disconnected worksheet, the worksheet automatically connects back and opens an unshared worksheet.
We MAY have a 4.1.2 patch, but this will definitely get fixed for our next update, whenever that is.