In league with Sky, we're a moon base. I think every run I've done of this alert has been in a moon base. Not sure I definitively know any leagues with an underwater one.
My league has seen this on several elite runs as well, also on the moon base. It isn't a frequent issue, but is almost guaranteed to happen repeatedly in a run if it happens once. The first time it happened, we thought it might just be that deaths weren't resetting on a wipe/outside of boss fights, so we would take turns re-logging after a wipe. However, it still sometimes happened on the first death even after relogging. That first time, I think 3 of the 4 of us ended up with no cog on the first death in a boss fight attempt on several attempts, but the 4th always had a cog on their first death. I don't remember if anyone closed the game completely, or if we just went to the character select screen.
