Your product is a small computer (robot) that consumes power. If you are not using it, it does not make sense to keep WiFi connections active, keep scanning for HR monitors, keep your screen on (if your device has a screen), etc, etc. So in order to be energy efficient, we turn your device off after a while.
If you are running on battery power alone, it turns off faster than when you have a power cord connected. You can set the time before shutdown yourself, much like on your laptop.