As far as I know, Windows doesn't ask you for your permission and cuts network access all the time when the computer goes to sleep. Whether the PDF reading app keeps it in memory when it stops being accessible, and whether/how it reloads it when the connection is back, this all depends on the PDF app only, I believe.
So if you find nothing related to this in Acrobat settings, try a few other PDF reader apps. Adobe Reader, Adobe Reader add-in for Firefox, the integrated PDF reader in Google Chrome and Nitro PDF are some I can think off.
If they all have this annoying behaviour, there's a simple solution: run away from the problem by telling your computer not to sleep, but to only turn the screen off. That shouldn't give you any issues.
Or you can alternatively temporarily download a copy of the PDF file to your computer when you're going to read it. Then it just cannot be affected by network issues.