This problem was exactly the one I was having and the solution to disable the automatic power saving feature in the settings menu worked.
Thank you.
Mine was doing the exact same thing but instead of unplugging the device to bring the blue light on, I pushed a button located on the back of it (I thought it was a power button but, if it doesn't power off, then apparently not). I then took the steps suggested and it worked! And thank you for reiterating the steps all in one message.