When invoked with the --read-from-remote-server option, mysqlbinlog connects to a MySQL server, specifies a server ID to identify itself, and requests binary log files from the server. You can use mysqlbinlog to request log files from a server in several ways:
Specify an explicitly named set of files: For each file, mysqlbinlog connects and issues a Binlog dump command. The server sends the file and disconnects. There is one connection per file.
Specify the beginning file and --to-last-log: mysqlbinlog connects and issues a Binlog dump command for all files. The server sends all files and disconnects.
Specify the beginning file and --stop-never (which implies --to-last-log): mysqlbinlog connects and issues a Binlog dump command for all files. The server sends all files, but does not disconnect after sending the last one.
With --read-from-remote-server only, mysqlbinlog connects using a server ID of 0, which tells the server to disconnect after sending the last requested log file.
With --read-from-remote-server and --stop-never, mysqlbinlog connects using a nonzero server ID, so the server does not disconnect after sending the last log file. The server ID is 1 by default, but this can be changed with --connection-server-id.
Thus, for the first two ways of requesting files, the server disconnects because mysqlbinlog specifies a server ID of 0. It does not disconnect if --stop-never is given because mysqlbinlog specifies a nonzero server ID.