It turns out that if you are disconnecting on your Windows computer regularly with Azure Virtual Desktop, you need to turn off your Wifi power saving.
You can do this in device manager and then right click on the WiFi adapter and look for disable power saving. I clicked save and was done.
Why am I sharing this? I realized that I hadn’t disconnected from AVD in awhile and it most likely was due to that last change. It is nice when things work properly isn’t it?