Of course it does it really is off.
Good, intelligent ass answer, but then you screwed up.
If you want to retain it connected you have to use rest mode.
Sadly, your information is a bit strained to retain up the smart ass comments.
TC, not confident what is up with your PS4, but when I turn mine off, and back on, I under no circumstances have to manually reconnect to wifi, its automatic.
Verify your network settings.