If the game actually does something useful with that connection, I don´t have a problem with it. Examples:
- MSFS does the processing of the terrain and it´s details off site. Also things like live weather and traffic obviously need a connection.
- Souls games allow you to leave messages and read messages from other players. Also you can help or attack other players in their game, which is super useful and fun.
However, sometimes the always on is just a way for the devs to battle piracy. In which case its hurting the actual gaming experience.
I´m not familiar with Diablo 4 to be honest. So, in my understanding, the fact that it need an internet connection alone can´t be the reason for not being able to pause the game, right? There must be some real time interaction going on between your "world" and the worlds of others.
EDIT: Hm, I read up on it for a second and it seems like there is a portal that you can use to teleport to a safe place? A town? Supposedly you can even do that from within a dungeon AND even teleport back to the same place?