MIDI Keyboard Losing Connection?

I for one, would not leave my DAW computer running overnight. I shut it off when I am finished working on music and also shut down everything associated with the studio..... including keyboards, interface, monitors, speakers, etc.....
 
I don't want to risk a surge coming in on the electrical lines and frying my gear. Thunderstorm, car accidents hitting poles etc....
 
As to why one keeps the connection and the other loses the connection.....?  Perhaps it's related to the power, standby,  and sleep settings in the machines.
 
There has long been a debate on whether it's better to leave a computer on or shut it down when not being used..... I prefer to shut it down. Shutting it down also clears the memory locations from all the stuff it tends to accumulate from running. I service computer based security systems and the first question I ask on a service call is.... when was the last time you shut this system down and did a cold boot? It's amazing how often that simple step puts the system back to running.