The way you use the device may affect this. The 'Sync My Kindle' choice (accessed from the gear icon at the top of the screen) should force a connection. Also, if you are reading a book downloaded from the Amazon cloud (either purchased or a personal document) it should re-connect wi-fi when you put the Kindle to sleep and when wake it up in order to synchronize the last page read in case you read the same book on another device in the mean time.
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