The ability to keep using my mouse + keyboard without having my controller on

I ran into the issue of having my controller batteries run low. So I decided to turn off my controller and use my mouse and keyboard.

When doing so I get the message "connection to the controller is lost" with no way to close the message pop up. It would be a great added feature to have mouse and keyboard function without having the controller on for those that might not use the controller all the time.

It's weird that PS4 has this by default, and the Xbox doesn't. (Source: me playing FFXIV on PS4.)