I have been experiencing it too. What I did was went in and deleted the firewall permissions for Crysis and the Crysis demo. After going in and playing again, Windows firewall prompted me to allow the permission. I did so and checked BOTH the private and public network boxes and haven't gotten dropped since then. Good luck with it.
If this works or doesn't for you, you might come back and post your results so others can benefit. I found this tip on a Steam Crysis forum.