The same problem is with signal strength too, it will not reconnect automatically sometimes. My 4G LTE does this allot. It does become annoying. I am afraid to get another phone in fear it will be worse then this one. I already had to exchange my phone and am running out of exchange days. (14 day period)
My first M8 I got on June 30 was slow, incredibly laggy and very buggy to the point it was nearly unusable. That first M8 had a mind of it's own. Maybe it was the first gen, I do not know. This replacement phone has been good to me minus the fact it sometimes drops calls and gets SUPER warm RANDOMLY even when ALL the apps are closed. The new phone is MUCH faster with the same settings and runs much smoother.
These connection issues are bugging the hell out of me, my iPhone never had this problem and would always reconnect fast. I do not like the S5 and I like the HTC but I do wonder about it's quality control and the quality of the internal components inside.
I hope its not hardware. I hope an update fixes the issue I'm constantly restarting.