Indoors, walls, microwave interference and obstacles like fridges etc can cause your bluetooth signal to drop out.
If this is troubling you, set the disconnection delay to the maximum 30 seconds, and if you have an iPhone use the Quiet Zone or Quiet Time settings to minimise false alerts due to disconnection notifications. If it remains an issue switch off disconnection notifications while you are at home.
Your indoor range could also be reduced due to the settings on your Wifi Router or your neighbours Wifi router that cause interference with Bluetooth Low Energy frequencies.
Wifi operates several of its 2.4Ghz bands on the same frequencies as Bluetooth and it can cause interference if your router operates on those bands Note this is an issue for all Bluetooth not just MyTag - but tags are easily interfered with as they have to manage their power carefully.
Can you please check if your wifi router is 2.4GHz, and if it is it should use bands 1, 6 or 11 to minimise interference.
More detail on the options are here: