This can happen if the SAS session that you are connected to suddenly ends.
How can it end? One way is the session crashes -- that is rare, but tech support would require server logs to verify.
Another way is if your SAS code contained and ENDSAS statement, or you were running with the ERRORABEND system option and your program generated an error. Either of these would cause the SAS session to "hang up the phone" on EG.