To answer your question, this message comes from the client. The server simply records all messages sent by the client before shutting down.
I had the same message in my log files this morning. IP address belongs to Georgia Tech. On my server, they did not try to log in or do something malicious. They simply connected, and then disconnected, leaving this message.
I am going to go on a limb and say that these are probably some students at Georgia Tech, using the code from the libssh2 example for laughs. See http://www.libssh2.org/examples/ssh2_agent.html , find βNormal Shutdown, Thanks for the Gameβ to see how easy it is to insert a custom shutdown message.
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