This is a setting, which is controlled by the Lenovo Power Manager.
You can configure this setting by going into Lenovo Power Manager.
It's worth noticing, that you need to change the power profile, which you are currently using. If you are switching between multiple profiles, then you may want to change all the profiles that you are using.
First off, switch to Advanced mode. Go to Power Scheme, select the profile you want to change, under System settings you will find automatically turn off optical drive and set it to disabled.
Please note that the labels might be named slightly different, as I am using a non-english version of the software for reference.