They stay persistent as long as the webserver process stays alive. Normally a webserver process will only stay alive for so many requests (all depends on the server setup), and then the process is killed and a new one is spawned. When the process is killed the corresponding mysql connection is killed as well, until the new webserver process needs a connection.
As for a recommendation, I'm not too sure. If you have a very steady stream of traffic with some noticeable slowdown during heavy useage then it might help to turn this on but on average use I don't think you'd need it. Sorry I can't be more specific, because I'm really not sure[]/w3timages/icons/smile.gif[/].
