I heared it was possible once to join servers during a warm-up session . At the moment I don't find that option in the dedicated server settings. I think this would be a very important feature to have, because people loosing connection in race one cannot re-join.
As far as I'm aware, it hasn't been possible since warm-up sessions were first introduced. I agree it is something that should be changed though. For those losing connection it is far better to be able to rejoin and start from the back of the grid than to not be able to race at all.