I just bought a pair of the HS70 Pro wireless headphones, lovely build quality, very impressed with that bit, but I too am getting the shutting down issue, in games and when playing music on my PC (Media player classic)
I've turned off the auto shut down in the Cue software, but it's still doing it, I have to pause, then unpause the music then it cancels the shut down.
I've had these headphones running for roughly 3 hours now and the charge has dropped from 98% down to 70%, is that normal?