That's odd, I've never heard of this. On landlines I used, when the other side hangs up, you hear the busy tone, with no other choice than to hang up too.
Okay, so different countries had their phone systems work differently. In Russia, even back when we had electromechanical telephone exchanges, it's always been such that hanging up would instantly disconnect your line from the call, no matter the direction of the call. I just assumed it worked this way all over the world.