Different devices can have their own version of what "power saving mode" means, but it can be very severe in the services that it cuts out to maximize battery life. On my Samsung phone, for instance, it changes screen resolution, color depth, and even prohibits use of many apps on the phone, while also turning off the Bluetooth and wifi radios.
It is likely that power saving mode turned off your wifi radio.
If you use power saving mode frequently, you might want to check to see if you can turn wifi back on while you're in that mode. (That will, of course, reduce your power savings!)