Ah: so it’s network-initiated - not your application initiating the disconnection?
In fact, the explanation is completely wrong - it has nothing to do with set up!!
See also: Wip_berr_gprs_failed
Over here, they don’t tend to disconnect you from GPRS, but they time-out your session at the APN - leaving GPRS connected.
This is a pain, because there is no way for the unit to tell that it’s happened!