Honestly, I had no idea that was a feature, to undo the whole game. My opinion is that feature shouldn't exist. Like the player I was up against, anyone could take advantage of this and dickishly undo any game they were losing against with their opponent thinking they were being nice and undoing a single move. With the speed at which most players click, this is very easy to pull off on anyone.
Undoing moves outside the current turn needs to be explicitly communicated to the player granting the undos, or completely removed from the game. If this doesn't happen, I can only see myself refusing all undos for everyone to prevent what happened to me from happening again.
I don't like that, and I'm sure my future opponents won't like that much either, but what other choice to I have to thwart cheaters and poor sports other than quitting this game altogether?