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It's not that big of a deal, anyways. Whenever the lock screen turns on it seems to disconnect from the internet

For example, I'll be using a texting app, then leave it there and when Iturn it back on it takes a few seconds to reconnect to my internet. I don't have to go in settings>wifi or anything

Anyone know a way so that it's always connected?

No, I believe the iDevices always put WiFi on standby in lock mode and it regularly checks apps for Notifications, like Twitter or Facebook. Besides, it would also waste your battery.

Bring it into the local apple store, that should not e happening.

Lock mode doesn't put WiFi on standby, it is still fully functional, downloading and uploading packets.

It should not be happening, bring your concern up with an Apple rep at the genius bar.

You should probably ask Apple support for this one.