What do you mean by "Stand by" mode? No connection to the internet but the power is on?
Or the LED of the device is off but the devices connected to the pocket wifi can still connect to the internet?
If it is the former, then have it checked... it could be the device, or connection to the network in your place is weak or there is no activity with all your devices causing it to go on "stand by".
If it is the latter then it could just be normal that a press of any button in the pocket wifi would cause the LED lights to reappear.