Well, I've never owned an Apple device, and never will. So, I can't comment on what they do.
I can tell you that, with 3 WiFi enabled BlackBerry phones, 2 Android Phones, A Palm Treo, and Windows Mobile phones, this is how ALL of them worked.
My Atrix does connect automatically to my home WiFi, as soon as I get home. That is, as soon as I look at my screen, it's connected. But, at that point, I've turned the screen back on and the WiFi came back on.