That's a question we hear quite often. The LoRaWAN specification [1] defines three classes of devices. Class C nodes are powered on all the time, which indeed has consequences for the energy consumption. For more energy constrained devices, Class B offers some kind of scheduled rendez-vous, and Class A devices only receive downlink messages after (in response to) sending an uplink message. This allows nodes to switch of their radio when they don't need it.
[1]: The LoRaWAN specification be downloaded here: http://www.lora-alliance.org/For-Developers/LoRaWANDeveloper...