GrimThorne
Newcomer
I consider the "always on, always connected" line to mean, compared to the current 360 and PS3, you will be able to tell your system to download/cache something from the Internet like a game demo or movie and have your system turn itself on, instead of needing to be in your home and turning the system on yourself. And anyone who's owned a PS3 and doesn't have PS+ knows how terribly long it takes for the system to download and install a patch for a game or the system firmware.
Perhaps it's a passive state, like your cable/sat DVR set top box for example. Even when you cut it off it still has the ability to download, install and update.