This behavior is not wanted, because it might confuse an end-user. He/she might think it’s broken and doesn’t work.
I have gotten quite a few calls from customers about this issue.
I have worked with a few programs, that “break” if this bug occurs.
The program might use a database on a server on the network. If the program finds the database via the network drive, it might not be able to see the database, if the drive looks disconnected.
How to fix
Windows client in domain

Step 1. Open Group Policy Management.
It has to be on your domain controller or a pc with RSAT.
Step 2. Create or edit a GPO.
Obviously, the GPO needs to hit your affected computers.
Most often I just deploy it to all client computers.
Step 3. Navigate to:
Computer Configuration > Policies > Administrative Templates > System > Logon
Step 4. Find the setting named:
Always wait for the network at computer startup and logon
Step 5. The setting needs to be Enabled.
Step 6. Done.
Windows client in workgroup
The following settings have to be made on the affected computer.
Step 1. Click Windows + R to open run.
Step 2. Type gpedit.msc and click ok.
Step 3. Navigate to:
Computer Configuration > Policies > Administrative Templates > System > Logon
Step 4. Find the setting named:
Always wait for the network at computer startup and logon
Step 5. The setting needs to be Enabled.