In the Networkmanager you can set that a connection is either available to all users or just yourself. If you set it to “all users” its configuration will be saved somewhere in /etc/Networkmanager (I’m too lazy to look up the real path) and will therefore be available for Networkmanager on boot. If you just make it available for yourself Networkmanager will only attempt to connect after you log in.
I think the default is to make it only available to yourself, because then you don’t have to enter your sudo password when you set it up or want to change something. The downside is of course what you describe in your post.