It should do. It does seem to vary a bit between various sensors, but the idea is that when a sensor is paired, it and the gateway is meant to be in low power mode as so that there's no way to "hijack" the sensor or have something else being paired by mistake.
Take the Vera Lite as an example, they have a battery compartment for AA batteries and a push button on the top which allows you to carry it around your home to add sensors.
This is a limitation of the standards, as it's been done as a means of "security".
Yes, we're aware that SmartThings and others are doing this through their apps, but if they're following to standards, they should have the same limitations.
Once a sensor/device is added, they'll go into high power mode and work over longer distances.