Connection to Internet lost when MacBook Pro goes to sleep

Whenever my MacBook Pro 16 goes to sleep, my router disconnects from the WAN after a few minutes. The MBP is connected to the router using Ethernet via a Thunderbolt dock. The problem does not occur if the computer is shut down or the Ethernet cable is unplugged (i. e. MBP is using WIFI to get its connection to the internet). The connection to the internet is restored immediately when I unplug the Ethernet cable from the dock. Here's my set up:

• MacBook Pro 16 inch running MacOS Catalina 10.15.2
• Belkin Thunderbolt 3 Dock Pro Model F4U097 (latest firmware)
• Asus RT-AC68U Router (latest firmware)

I contacted Belkin about the issue, but they were no help. They said to contact Apple since the dock is pretty much just doing whatever the computer tells it to do on the Thunderbolt end.

-Dave.