Lesterus

For me the fix to this was get a Network Interface Card and use it instead of my onboard motherboard ethernet. I just got a normal TP-LINK Gigabit ethernet card. No more crashing after network games.

Not saying this is the fix for you however...

this may not be the fix for you guys, but I found it was my onboard Network interface card's ethernet controller stuffing Yuri's Revenge up. It is a special NIC called the "Bigfoot Killer". After about 2 weeks attempting various fixes I had a thought that it might be my NIC.
I went to the local PC parts shop and bought a regular TP-LINK Gigabit PCI network adapter. Uninstalled the bigfoot killer driver, installed the new NIC into the PCI slot on my motherboard, installed the driver and tested YR. No hangs in network games, all games and players show up in lobby and best of all, no crashing after exiting.

I know this thread is just for RA2, but bear in mind that this exact same black screen exit crash applies to YR as well.

Hopefully making a patch for this issue in on your to-do list guys

Also sorry if posting this in here is against the rules. If so just tell me.