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>Do you understand that a TCP connection would be maintained over time if traffic was continued on some interval?
It was my understanding that all HTTP 1.1 traffic (which almost everyone is using, except maybe some older libraries or you're going through a crappy proxy server or one that isn't configured correctly) is automatically kept alive unless you issue an explicit close in the header to the server. However, it is true that NAT routers maintain an "open" connection that automatically times out after some period of time w/o any activity from either side. I've never tested the set-up time for something like that but I'd bet it's pretty small and is swamped out by things like network latency. Sounds like a useless "optimization" done w/o actually testing it.