You won't want to do that without Windows 10, enabling Hyper-V before Windows 10 resulted in you loosing connected standby, but with Windows 10 it works great.
Hyper-V "replaces" your NIC with a bridge adapter, sorta like how you use br0 that bridges to eth0 on Linux, so that could be the cause of that (ie, Hyper-Vs bridge doesn't know how to speak the connected standby API and pass it through to the real NIC).