Only bosses you haven't beaten at all before are guaranteed to have a chest. Otherwise, they only have a chance to drop a chest the first time you beat them on a reset.
This might be because your internet connection is not working while trying to find a multiplayer game. If you are on a wireless connection then this might be contributing to having an unstable internet connection. I would suggest trying to play SAS4 on another PC is possible, or if on wireless try plug your PC/Laptop directly into the internet with a cable.
 "Reach the core"){kind=icon}
 "Bloons Monkey City"){kind=icon}
 "Fire Element 2"){kind=icon}
 "Crusaders of the Lost Idols"){kind=icon}
 "New Star Soccer"){kind=icon}
 "Road Of Fury 2"){kind=icon}
 "Enigmata 2: Genu's Revenge"){kind=icon}
 "Awesome run"){kind=icon}
 "MadBurger 3"){kind=icon}
 "King's Rush"){kind=icon}
 "SAS: Zombie Assault 4"){kind=icon}
 "Idle Mine EX"){kind=icon}
 "Mad Trucker 2"){kind=icon}
Only bosses you haven't beaten at all before are guaranteed to have a chest. Otherwise, they only have a chance to drop a chest the first time you beat them on a reset.