Just to be sure, but by "only check in when they are turned on" you mean that do connect only once, after they are started, and another connection attempt is made after reboot? If so, I would double-check configuration of interval, especially in case "cron" based configuration was used.
Also as mentioned, troubleshooting of such device connectivity will be required, as issue might be also related to network configuration, which might prevent subsequent connections, especially in case there are other security/VPN products used or strict firewall configuration is applied.
I'd recommend opening a ticket with your local ESET distributor. Trace logs from 1-2 troublesome clients as well as from the server will be needed for a start. It's possible that the logs will need to be generated with trace / debug verbosity but we'll see, maybe standard logs will be enough.