This has happened twice. I chose Nathan during a ranked match and Cole came up. When I returned to the character select screen it showed Nathan. This happened again with another charcter before.
^^^THIS LINK BELOW EXPLAINS WHY THEY SHOULD BE ADDED IN. vvv
This happens to me on slow connections sometimes too. I notice that if a matchmaking session is taking too long, or it obviously fails to connect, then I simply back out and re-queue. Haven't had the issue since.
My idea is that it is some sort of residual bug that occurs when players are connected to another host after a failed attempt.
December 13th 2012: Went 8-0 Stock Unranked FFA. (Jak)
January 10th 2013: Sniped Asis_aka_talent into Jak's lvl 1. (Uncle Radec)
April 16th 2013: Caught parappa's lvl 2 with Sweet Tooth's lvl 1 and didn't die in the process (Sweet Tooth)
May 5th 2013: Got my Radec eviscerated by whaatxddd's radec in 1v1. Kmart, u better watch out.
Just learnt "Drake" and is now learning "Nariko".