Yeah, it's probably the auto-off feature. It's set to shut down after a period of inactivity to save energy. The default is 2 hours.
You can change it. With the machine off but the main rear switch on, press and hold the power button until the panel lights up. Then press the left button next to the dial until you see the time you want light up: 15 min, 30 min, 1 hour, 2 hours, or 3 hours. Press the right button to confirm.
If it's turning off *during* use, like steam stopping mid-froth, that's a different safety cut-off. Steam delivery stops automatically after 3 minutes. Just wait a minute and reactivate the steam function.