I get the same thing. What I don't understand is when using wireless hotspot, the phone does keep a connection. However, if I use a Bliuetooth headset to make a call while the phone is also running the hotspot, the data connection via computer drops; I think this is an issue with 2.4 GHz wireless interference.
Think it has something to do with VZW's upcoming plans to prevent smartphones from using programs such as PDANet to emulate data to the phone when it is really to the PC using cable tethering? Notice that there are no USB modem drivers for this phone either? And no Bluetooth communications profile?
In all fairness, this was the case also with modem tethered access, in the past.