Mavic 2 Pro does not return home with connection loss

Our Mavic 2 Pro lost connection with the controller and just hovered with a low battery rather than returning home like the DJI app is set to. Is there a setting in DD that we are missing and that overrides the DJI settings?

You set these types of settings in DJI Go App, DD just sends flight commands (Altitude, location, take photos, etc). DD can enable Obstacle Avoidance (if available).