Personally, for security reason, this is the behavior that I want.
Imagine you are connected as User1 that has read only privileges on Database2. For some reasons, malicious or error, User1 is delete and then created with a different set of privileges, for example write access. Unaware User1 may now wreck havoc in Database2.
I think it is better to know as soon as possible that something is wrong. You have the chance to make an assessment of the situation and take corrective measures.