The printer is most likely not connected to Wi-Fi, it is connected to Bluetooth, this is prone to disconnection. To fix this, continue setup or refer to the Troubleshooting Checklist.
If you are not sure if your printer is connected to Bluetooth or Wi-Fi, open the Jolt App and navigate to Settings then Printers. If the only printer that shows up is Zebra BT, then your printer is only connected to Bluetooth. If your printer says Zebra, then it is connected to Wi-Fi. (See Pictures)
See also: Main Connection Setup