to use this device, a constant data connection seems a necessity.

Surely you only need a connection when an application actaully requires Internet access. If you are connected all the time by manually engaging an access point, battery life will suffer.

If you have 'Connect automatically' set to 'Any connection' then when a application requests Internet connectivity the device should connect. This seems a reasonable compromise.

A sensible app to install then is 'AutoDisconnect' this will automatically disconnect the access point when traffic falls below a certain threshold.