It means the incoming connection terminated before the SMTP client sent the QUIT command. It could mean that the client is badly behaved (the standard requires that clients always issue a QUIT command before closing the connection), or that the connection was forcibly closed by some other means (like maybe a firewall policy kicking in, or the SMTP client process being killed), or that something caused the connection to time out (connectivity problem, crashed client, etc.) If this happens after the DATA phase successfully completes, then the message was successfully handed off before the error and the error is harmless. Otherwise, the message was not complete and the client will need to try it again later.
++Don