Firewall software blocking RTW internet connection maybe?

This is quite common when you are using software firewall. Sometimes firewall box will appear asking you if you want to allow this software to connect with internet and sometimes it does not appear.
In this case RTW is waiting for connection and on the other hand firewall software is waiting for you decision. So unless you minimize game and tell firewall what to do it will wait like this untill your patience runs out.

Either configure your firewall properly before palying EB online or try to join online and then minimize EB and configure your firewall.