Phone started turning off Wi-Fi when it sleeps

My Nexus 5X started turning off Wi-Fi when it sleeps in early September.

Since I have it forward texts to my computer this shuts down that functionality. Also, every time I start using it it wants to catch up on all the things it missed downloading.

I played with the Wi-Fi on sleep setting and restarting the phone but it still only turns on Wi-Fi when I wake the phone.

Any idea how to fix this?