queue when your server is empty

I was the last guy on the server and thought, I'll relog so I get a server with other players on it.
To my surprise, I was put into a queue when restarting the game (also weird that you have to shut down the whole game because there's no "back to menu" button... anyways), a 15-minute queue!

My lobby was empty, there's a queue, why is my lobby not filling up?
Do I have to either play alone or wait in a queue? Are those the options?