I would guess that if the ON app stays connected to the hearing aids all the times, it would be a battery drain on both the smart phone and the hearing aids. So they probably designed it to connect only when necessary/woken up.
For people with rechargeable hearing aids, it may not be a big deal to them. But for people on disposable Zinc Air batteries, it may be too much of a drain for them if always connected.
After all, the ON app connects to the hearing aids via the standard Bluetooth which is not as energy efficient as the proprietary low energy Bluetooth used by the MFI.