One of the reason this can happen is if you have set 'Idle time before
hanging up' to a (small) value.
Right click the connection -> Properties - > Options and set 'Idle time
before hanging up' to "never" or a high value.
Can you check if you have set the 'Idle time before hanging up' on your
connection?
You can check this by - Open the 'Network Connection' folder -> Right Click
your connection -> Properties -> Options. There will be 'Idle time before
hanging up' combo box. If this is set to a low value, you can increase the
time (or set it to 'never').
However, note that the server also has a disconnect timer and if that is
set, your value may get overridden.