"Cannot connect to CI" error waiting for Jenkins to send status

It happened on a test instance, so it could be a one-shot, but it was reproducible.

When using Jenkins integration, as soon as I create a MR the widget show the "Cannot connect to CI" error message, and it turns into the pipeline status only after the remote pipeline finishes and Jenkins notifies GitLab about the status.

That is almost annoying for demoing Jenkins integration with GitLab, the workaround is to wait in the "pre-MR" page until the pipeline for the push completes, and then create the MR (that will show the green pipeline), but then we cannot demo the MWPS.