There are instances where einstein chat ends abruptly without any error message on the window. 

One such scenario I faced is: when an apex method is called from the bot.

There is an "@InvocableMethod" method which is called from dialog on Einstein Bot.

Even though the next step is set as "Start another dialog", the chat is getting closed without any error.

I realized that there is an option on the "Einstein Bot Builder" called "Performance".

This gives us the logs. In my scenario, the Apex class was not having access. 

Once the Apex class is added to "sfdc.chatbot.service.permset" permission set, it worked fine.