Are you asking why the radio has to be on or implying there are other reason that the radio could be on for? If you have a TCP connection open but the radio is off how are you going to receive incoming packets?
If it's a keep alive connection, you can just get the packets when you next turn on the radio. It's not a big deal to get the close right away; not that there's a good way to tell the system that. Anyway, you probably have a tcp connection open for the system push channel; if that requires the radio to stay on, it will be on.