MIDI input should be working for you without having to reconnect each time. One thing you will want to check is that you have set your device as a "default device" under Studio One>Options (Preferences on a Mac)>External Devices. Just double-click the device and set it as your default instrument. You can also open your song and go into the Inspector window to verify that you have set the correct input and not "all devices." If you have set a default MIDI device, you shouldn't have to do this.
Should there be an issue with connectivity with your device, please make sure that it is not connected to a HUB. Especially a USB hub that is also connected to an audio interface. You may want to try a different USB port or re-install the driver for your device. If all else fails, you may want to contact the manufacturer of the device.
For general troubleshooting in Studio One, you can try removing your settings files and then re-configure your External Devices. Here are instructions:
1. Go to Help>Open Settings folder.
2. Copy the contents of the folder over to a folder on your desktop.
3. Close S1 and delete the contents of the settings folder with the exception of the user.license file as well as the "Extensions" folder.
4. Open S1 and go to Studio One>Options (Preferences on a Mac) to reconfigure your settings.
5. Test to see if the problem is resolved. If it is not, please feel free to copy your settings files back over from the backup that you created in step 2.
*If you are missing presets or Sound Sets after doing this, simply double-click one of your Sound Sets under Documents>Studio One>Sound Sets.