IPhone disconnects from the Wi-Fi when locked?

For some time now, when I lock my iPhone for a reasonable amount of time it loses its Wi-Fi, then when unlocked or even just the screen is activated it reconnects after a few seconds (without any user input).

It's been happening for a while now and I mostly deal with it, but it's getting annoying because I don't get messages from Facebook or other internet related things.

Long story short: I wanna know why it happens and how I can fix it (if I can fix it). Is it a glitch? A feature with the latest iOS update? Any answers are appreciated.

I think the iPhone is suppose to do that. I think it is a battery saving feature. I think if there's any activity or traffic going across Wi-Fi while it is locked it will stay connected. So, if you're downloading an app and your phone locks I think the Wi-Fi will stay connected until the download is complete. Your facebook messages and any other notifications doesn't require hardly any bandwidth so usually those come in across cellular data.

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