I got immediately connected to a ranked match after misclicking on the arena, even though i aborted within split seconds, realizing my mistake (the mistake being that i had the wrong party active, which is another angle to the same problem: http://forums.cardhunter.com/threads/suggestion-active-party-indication-near-the-mp-keep.5982/) So a mild improvement could be to add a few seconds between activating the arena button and the actual queuing, so you can actually abort. I had cases when i was already in my keep and got sucked into a game anyways.
While a mild problem, this can be amazingly annoying, especially if it happens when you switch to fullscreen and the "Yes, I really do want fullscreen" button is over the ranked match area. 3 seconds would be enough, and you could put it in as just not starting a match in the first three seconds of waiting.