It depends what you're using the device for. If you're doing actual networking but not physically sat at the laptop using the device, moving the mouse, etc I can imagine this would trip the power saving even though you probably don't want this to happen until the network transfer is over. Also if you want to wake the device via Wake-on-LAN, again power saving is undesirable. These are edge cases though, the way most people use their devices they won't be impacted by the power saving.
This is something I have been routinely looking at on every laptop and PC that comes my way for a few years now.
Check the properties of the network card, and ensure that under Power Management, that the "Allow the computer to turn off this network card to save power" is NOT checked.
It's just one more thing that can - very occasionally - cause unexpected behaviour. Which can waste enormous amounts of time to fix.
Yes it drives me batty too. I think manufactures do this to keep their "green credential" accountants happy, and to save every last milliwatt, but for the most part in practice, it's a pain in backside.
I'm guessing they have to do it in order to meet rules laid down by EU/US/UK for energy efficiency. It is like the Sky boxes that have to go into deep sleep when turned off in order to meet the rules but most people turn it off so that they start up more quickly.