When you execute your update, MySQL is implicitly starting a transaction. You need to commit this transaction by calling connection.commit()
after you execute your update to keep the transaction from automatically rolling back when you disconnect.
MySQL (at least when using the InnoDB engine for tables) supports transactions, which allow you to run a series of update/insert statements then have them either all commit at once effectively as a single operation, or rollback so that none are applied. If you do not explicitly commit a transaction, it will rollback automatically when you close your connection to the database.