S2725DS, disconnects HDMI when powered off

My Dell monitor S2725DS disconnects from the host via HDMI when turned off with the power button, whereas my U2722DX and P2319H don't have this issue—they remain connected to the host after being powered off.

Another related problem is that when using the S2725DS as an extended display for my computer, the S2725DS goes to sleep and disconnects when the computer enters sleep mode. As a result, all windows on the S2725DS shift to the other monitor, which severely disrupts my work!