There are a number of reasons as to why VOR/LOC can be disconnected.When reaching the Cone of Confusion it kicks automatically OFF and if you leave it ON it reconnects after clearing the cone,other reason for instance before changing any Nav frequency to tune a new VOR make sure you disconnect VOR/LOC by pressing HDG SELECT or LNAV otherwise the plane turns back or veer in other direction to select the course you selcted previously but this time on the new Nav frequency.That's my 2 cents.Cheers