Does the server have to get a "key good" message then?
Games that use Game Spy let you in after GS does NOT send the code to NOT let you in...I think the default timeout was 30 secs.
Like Medic says some games are "old" and no longer even subscribe to the service (but GS browser will still connect you).
Some games go an even cheaper route like Arma/Arma2 and simply hard code an "out of range" via a update revision/patch...input a key code that is "out of range" and you don't connect on-line.