My best educated guess is that you're going into battle (or at some point, at least) with no characters, and the Game Over screen is suppressed because you have it calling a Custom Event instead of having the game end. (Change that in Battle Layout).
If you have just one character (We'll call him Lenny) and you want to take him out of battle and add another to actually fight (like his Pokemon or something) you'll want to add the second character first so when you take the main character away you'll have at least one party member active.
This prevents the battle from instantly resulting in a loss by having no party members and either Game Over-ing you or dumping you back to the map you came from because of the Call Common Event handler not doing anything.
If this doesn't work I'm going to have to see the events used because this is likely a coding problem, just take a screenshot or something of the code. (I also have no idea what version of RPG Maker you're using)
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