Google Nexus 5 :: WiFi Will Only Connect When Turn Screen On?

The thing is that whenever I go inside the range a previously accessed wi-fi network, my N5 will only connect to it when I turn the screen on. For example, when I come to my office or my house, it's only when I grab the phone and turn the screen on that I see the device picking up the connection. That's regardless of how long I've been there and how long has the phone been inactive. It also happens when momentarily going outside the range of the router, like going to the bathroom and back in my office. I was told that it's because the phone goes into deep sleep quickly and stops scanning for connections.