This is normal behavior and does not indicate a problem. As long as your device also reconnects (this should happen automatically) then there is nothing you need to do to continue successful use of your device.
Explanation: Throughout the day your phone and sensor will often disconnect and reconnect.
Disconnection can happen for many reasons and is nothing to worry about.
Situations when a disconnection may occur include moving some distance away from your phone; if the device is turned off; if your phone is put on airplane mode and sometimes when your phone is trying to conserve battery.