It sounds like a good feature: It disconnects itself from wifi spots when you don't need it, thus saves your battery power.
I don't have an iOS6 installed device, so I cannot verify. But as long as it doesn't take too long to reconnect to a wifi spot once waked up, and it does keep its connection when necessary -- for example, when you want to download an app from itunes store to your ipad while it's in sleep mode -- it shouldn't be a problem.