How come the Chromecast requires continuous casting, but if WiFi turns off, the casting continues?

I use my Android phone to cast Plex content to my Chromecast, and as you know doing other casting stuff on the phone translates to the corresponding app on the Chromecast.

Closing the browser, or closing the app, terminates the Chromecast stream.

But my phone automatically turns off WiFi when I turn off the screen, and my Chromecast never complains about that, and just continues to stream.

How come?