This is a good suggestion. The session-ended message is currently fixed by the Web client, so there isn’t presently a way to change it.
I’ve accepted a feature to add a writable WebApplication.SessionEndedMessage property. It will retain “The application has closed.” as its default, while allowing applications to provide localised wording, branding, or instructions about what the user should do next.
I’m initially scoping this to the session-ended message rather than making every internal connection and protocol diagnostic editable. If there are other particular user-facing messages you need to customise, please let me know.
You can follow or upvote the feature here: Allow Web applications to customise the session-ended message.