Is not an issue, is a feature.
Only in case if you want to charge phone 3 times a day...
EDIT1:
Keep my device from sleeping when it's plugged in so I can always say "Hey Cortana."
EDIT2:
Wake on Voice
Wake On Voice (WoV) enables the user to activate and query a speech recognition engine from a screen off, lower power state, to a screen on, full power state by saying a certain keyword, such as "Hey Cortana".
This feature allows for the device to be always listening for the user’s voice while the device is in a low power state, including when the screen is off and the device is idle. It does this by using a listening mode, which is lower power when compared to the much higher power usage seen during normal microphone recording. The low power speech recognition allows a user to simply say a pre-defined key phrase like "Hey Cortana", followed by a chained speech phrase like "when’s my next appointment" to invoke speech in a hands-free manner. This will work regardless of whether the device is in use or idle with the screen off.
The audio stack is responsible for communicating the wake data (speaker ID, keyword trigger, confidence level) as well as notifying interested clients that the keyword has been detected.
EDIT3:
The next important element for a good experience is Wake on Voice (WoV) from Modern Standby, which lets users wake up a device from a screen-off state to a screen-on, user-interactive state, by saying “Hey Cortana.” This feature requires your PC to be in the so-called Modern Standby (S0ix) Screen off state and have a hardware DSP with a large audio buffer. In the future Microsoft expects the technology to work even in Standby mode, which should result in lower power consumption than S0ix.
"Listening can never start from Sleep mode. If you want that, you have to set the option in Cortana settings to "prevent sleeping when plugged in" so that it never goes to sleep and thus is always ready to hear your voice. On battery it will ignore this."
So, disable sleep when on battery....