Sagemaker Studio Lab running notebook stops when disconnected from Internet

I am new to AWS Sagemaker Studio Lab.

I was testing with a looping program. I saved the program and then started running it. Then I disconnected the internet. After sometime I reconnected and found that the notebook was not running.

Sagemaker is supposed to run on cloud after I start the run and it will not require my local internet connection - right?

Then why did it stop running? Is there any setting that I need to do for the program to run for the entire session duration even if I close my local machine.