It's a known 'feature' for this model, and there doesn't appear to be any proper fix.
Someone at Sennheiser decided to put in power-saving features. If the signal is below a certain level for a certain amount of time, the transmitter switches off. Unfortunately, what the software writer thought was a reasonable floor level for "there's nothing coming in, the source must be switched off" is other people's idea of "this is a quiet piece of music and/or dialogue". As far as I've been able to tell, there's no way to tweak those settings: you can't vary the detection level, and you can't tell it to wait a bit longer before cutting off. If anyone knows how, please share!
The solution that JNL68 posted earlier looks like it loops a background noise, outside human hearing range but enough to keep the headphones awake. That should work, if you're only using the headphones on a computer, but it's a bit awkward to use for a TV or stereo.
The closest thing to an 'official' answer I've seen is to crank the volume on your TV/PC/stereo/whatever as high as it'll go, then use the control on the headphones to dial back the volume to a reasonable level. They'll still cut out if there's actual silence for three minutes, but they should (in theory) stay on when there is something quiet happening. Remember to turn the volume back down if you want to unplug the headphones and use 'normal' speakers!