This wasn't implemented simply because we didn't find the time for it yet. Also, since the most common usecase is to have wifi powered on all the time and on AC power too, this hasn't been a priority so far.
AFAIK the gainspan module has some commands to put it into "deep sleep" mode, but I haven't investigated what that means exactly. It'll probably need some wakeup sequence to wake it up again and possibly to reconnect to HQ. I guess most of the changes need to happen in the gainspan library we're using, with a small bit in library-pinoccio to add a wifi.sleep command and/or let the wifi module sleep when the entire scout sleeps.
If you want to dive into this, great! I'd be happy to help out with getting things integrated or if you get stuck, just yell (here, or perhaps on IRC, I'm blathijs there).