To be fair, I waited about 10 - 15 seconds that time. Plus, I have to type "/window 1" and "account off" to actually log off of that client, so it's not quick!
But the reason I normally do that is that I'm very easily pulled into a conversation.
And finally, if it's really an issue, start using Yahoo Instant Messenger (talk to me privately for my id) -- it supports offline messaging.