There is no switch in the MX module. ForScan should be set to Auto scan. However, you will likely have to uninstall the ForScan App and reinstall it as ForScan Forum says that the first time your vehicle is scanned, your car make and model is detected, the appropriate configuration data is built for your vehicle, and it will not include the MS -CAN if the MS-CAN could not be found on the initial connection to the vehicle (old ELM327 connected only to the HS-CAN). I had to reinstall ForScan.
Yes, I'd lose connection also with my old module and older phone frequently. This was a bummer when recording data as I'd have to start over. It was less frequent with my new phone which had a faster processor. So, I think it's a combination slow module and slow phone. The minimum delay of my old module ("Minimal response time (ping) – minimal possible time from the moment request to adapter is sent to the moment the response from adapter is received") was generally 50 msec or greater. The MX is generally under 10 msec. See attachment for how ForScan rates response time.
I got in the habit of pulling the old Elm out. So, I'm pulling the MX out also. Supposedly, the MX has a power saver feature so it shouldn't drain the battery. If ForScan is set to autoconnect, it should start scanning when the APP is started up assuming module is plugged in.