Your CXN will power off after approximately 20 minutes of inactivity. this feature is called Auto Power Down or APD. This can be adjusted to power down (in 5-minute increments) between 5 minutes and 2 hours.
If you want your unit to remain switched on until you manually power it off, this feature can also be disabled.
If you wish to adjust this setting; simply navigate to the settings menu and scroll down to Auto Power Down and set your preferred option.