The ability to keep Wi-Fi on while the display is off is a Windows Phone OS update not limited to HTC.
With China just launching the Nokia Lumia 920T, information is slowly leaking out about some of the differences between it and the current versions of the flagship phone already on the market.
In images posted on the site WPXAP, we can confirm the existence of two added features that greatly enhance the user experience. The first one is the “Keep Wi-Fi Alive” ability, which we documented yesterday on the just released HTC 8S. At the time, we were uncertain if that feature was an HTC customization or part of an updated build to Windows Phone 8 (10211). As it turns out, it appears to be the latter as the 920T is sporting the same Wi-Fi settings screen.