No I feel you.
Of course it's unknowable the reason why the person left. If it's a legit reason like they're busy IRL, lag, or something along those lines, it's totally fine.
But it is a douchey move to quit after 1 close match IF the reason is that they won and are dropping out is to rob the other person of a rematch. Again, you'll probably never know if that's even the reason, unless they're one of those "GET GUD" or "EZPZ" trolls and make it obvious they're doing it to bother you or prevent the chance of a rematch loss.
I think basic Smash Bros. online etiquette is:
1. NO SMACK TALK. Don't talk trash in the lobby. "GET GUD" and "EZPZ" is lame.
2. GIVE REMATCHES. If you win the first match with a new character, give your opponent a chance at a rematch (choosing the exact same character). The exception is if you're one of those people who cycles through the entire roster or picks random, then it's fine. Annoying, but fine. But don't be switching back and forth between your mains to metagame against your opponent's weaknesses without at least 1 rematch per new character.
3. NO MIRRORS. Never switch to the character your opponent is using in order to humiliate them by performing better. The only exception is if you have both already used that character at some point against each other during the current competition, or if the person is an etiquette breaker. But don't dominate them with their own main just to be an asshat. Purposefully copying your opponent's color scheme is also lame.
4. NO TEABAGGING. Don't repeatedly crouch to taunt your opponent, especially if you're on a winning streak. A sore winner is far more obnoxious than a sore loser. Again, you get a pass with etiquette breakers.
5. NO CAMPING. Don't hang back without attacking all the time. Doing it occasionally to bait your opponent is fine, but if you are so bad about it that if your opponent doesn't move forward you will ONLY stand still (maybe only ducking every several seconds to avoid getting booted by the server for idling) then you are a lame ass.
6. NO SANDBAGGING. Don't hold back your true ability against people who are tiers below you in skill, letting them think they have a chance, but always winning in the end just to screw with them. Not cool.
7. NO RAGEQUITTING. Don't ragequit to prevent your opponent from being able to save a clip of the match. That's super douchey. However, I haven't seen that happen lately, I think Nintendo may have patched it so that if someone rage quits, their character becomes a Lv. 1 CPU who constantly walks slowly toward you without blocking, and only rarely attacking with a simple jab. Can someone else confirm?