Seeing this mentioned by multiple people on the internet. Didn't want to make another Street Fighter V thread but I thought this was pretty noteworthy seeing as the game is pretty much online only until the March update.
For everyone who is interested - so far I couldn't see any punishment for disconnecting the game in the middle of the fight. I did it three times in a row - I always keep my full Fight Money, don't lose LP points, don't get temporarily blocked from online play, even the consecutive wins remains the same (can be seen once the fight is loading).
Given that I ran into some weird match making (fighting guys who had 4-times as much LP than me + a much higher level) I'm assuming that there will be a lot of D/C problems once the game starts.
Source: https://www.gamefaqs.com/boards/895976-street-fighter-v/73293759