Okay... I figured out a little more. The lost connection is happening when you set PIP to either APP or SYSTEM under the PIP Availability setting. If you choose GUIDE, then you do not get the lost connection. However, it's not all good news. So as you know the behavior of PIP is like this.... when you are watching something, and you hit the back button to go to the GUIDE, the PIP box will open with your current show. When you choose a new channel, the PIP box will change to the new channel, then you have to hit select again for the PIP to turn full screen. Agree? Okay, well when you set PIP to appear only in GUIDE, when you hit select again so the PIP can go full screen, it will only go full screen for a split second then vanish, you then have to select your movie again in the guide.
So, under this setting, you no longer have the Connection Lost issue when a show is over, but you have this strange quirk when changing channels. One issue for another. LOL!