There's a power save mode setting in SETTINGS, I can't remember off-hand which it is, but look through there, it should be pretty obvious. Basically it makes sure your wifi stays connected while in standby (or at least, that's what it's SUPPOSED to do).
My Vita is very hit or miss. It downloaded The Legend of Heroes: Trails in the Sky (1.2GB) in like 10 minutes, but then a 600MB file too like 15...so...maybe it's the files, maybe it's the servers, maybe it's just my Vita, who knows
I did this already. And the problem is evident on my PS3, too. It's definitely something related to my PS* devices.