My ios devices don't do that. They remain 100% wifi connected. Even when driving home, as soon as i'm within range of my wifi they auto connect and I hear the ding of checking new mail.
My atrix won't auto connect unless I wake it and even then it can take up to a full minute to connect. Sometimes in the cafeteria at work where we have open wifi it won't even attempt to scan for a network for several minutes. My ipad auto connects as soon as I enter the area.