I had no clue about that behaviour in mqtt connections. Now, comparing both ways, TBH I prefer to have full control over my connections, polling the server with the frequency I feel comfortable with, relying on opening the TCP socket and closing it when it's finished, etc...instead of assuming my connection will be open to then discover that the server decided to close it, or having to check all the time that a loss of ocverage hasn't finished my connection.
I still need a good reliable but simple (if possible using API REST 
) server that retains the last state (on or off) so I can poll it from my device to decide whether to turn a relay on or off
Being this simple Im even considering a custom development for this too. Security is my only concern...