Map Pilot honors the Remote Control Signal Lost setting that is elected in the DJI app.
BUT... Since all Map Pilot flight is done under the control of the aircraft's flight controller (not the app itself) the aircraft will continue to fly the designated flight path regardless of the state of the RC connection.
If the connection to the aircraft is lost DJI recommends using the Return to Home button on the remote since the command and control signals will often still get through despite a loss of video and telemetry signals. You can also try switching the aircraft out of the programmed flight mode to terminate the waypoint controlled flight so the failover behavior will occur.
Return to Home is the recommended setting. Only use the other settings if you have a specific reason to do so.