This is by design. When the system is off, AMT uses 10M network speed to save power. Also, when SOL, IDER, and/or KVM are connected, the network speed can not be renegotiated. If the speed was allowed to renegotiate, the link is momentarily lost, which would cause SOL, IDER, and/or KVM connections to drop.
So, if network speed is important, the best BKM is to wake the system up before establishing SOL, IDEr, or KVM. If you want to automake the "wake it up first" step, one option is to use remote_control_util and a vbscript or batch file.