I've installed and tested the latest firmware (1.5.5_0164) and now the lamp works fine, it always reconnects after the router is turned off and on again.
I've found now a small issue with the yeelight app: if i want to schedule a SINGLE time event (no repetitions) for tomorrow it doesn't set the timer properly. For example, if i set a sunrise tomorrow at 7AM and now we are at 9AM, it is written on the scheduled event that is set for today and not tomorrow. In fact, tomorrow the lamp won't turn on.
PS: the app has already been updated to the latest release.