I had this too. I tought it was in the batteries of the Wiimote. I put a piece of paper on top of the batteries and closed the batterypanel. Now the batteries can't move anymore and the Wiimote does not disconnect anymore.
btw i feel this a good time to remind you guys that sea of thieves was made by rare, who also made DKC1-3 and DK64, alongside banjo kazooie and conker's bad fur day