When you disconnect from the laser (leave the laser control screen) the USB port is closed. This may power down the port and therefore the Nano but it depends on the computer and port. On my laptop I have one USB 3.0 which keeps it powered and 2 USB 2.0 ports which do what you mention. It's fairly common, not a problem if you have home switches but otherwise remember to go to home before disconnecting.
If you don't have home switches, Grbl assumes 0,0 when it boots up.