A few possibilities come to mind.
Are you sure you're 'always armed?'
Or, if you're arming by a switch it's possible that some other Tx action could send a signal to the FC that says 'disarm now'.
A failsafe mode may cause the Tx and/or FC to kill power to the motor.
That reminds me to ask, by what you describe, when the 'power is cut' you mean motor power only and you're still in control of the flight surfaces?
I know none of these really make much sense in that manual mode has no problem, but these are standard troubleshooting items.
I don't know enough to look at this directly myself, but a standard troubleshooting option is to upload a copy of your *.uav. If you do that maybe someone else will know enough about how to check it.