Well, since we're discussing this: your computer sends a SYN. The MPEx server goes SYN-ACK. Your computer goes ACK. The TCP connection is not established. Your computer goes POST. The MPEx server responds to that POST. Your failure scenario was that somehow right after the POST but right before the response completion the connection drops. This scenario is possible in theory, but not quite comparable with the general "oh maybe the connection failed we'll investigate" alternative.

Moreover, your transaction will still show either in the book (which MPEx publishes) or in the trade stream (which MPEx also publishes). Alternatively, if the connection failed before that magic moment, the transaction simply wouldn't ever be issued (which again you can verify in the same manner). Again comparing this with something as vague as "we'll investigate" and "we don't publish anything but we keep private logs of all trades which then we retroactively edit without announcing it, explaining it or even admitting it" is quite the stretch.