This has started happening to me too (Saitek Evo Force)...had it almost 10 years and only just started to do it in the last week...annoying cos I have to quit out of the game and set up in Control Panel again.
Noticed that sometimes the Saitek's power cables don't fit properly and sometimes come loose for a second all two...so by the time I look at the stick the lights are on and it seems connected.