I have a stock Android 4.2.2 on Galaxy Nexus, so I think this can be related to all Android phones. When switching from 2G to 3G and vice versa internet connection is switched off for a few seconds, even though when I browse in 3G I can connect to EDGE and GPRS too: why does this happen?
As far as Samsung Galaxy Nexus LTE L700's specification is concerned, the 2G frequency is
As far as Samsung Galaxy Nexus I9250's specification is concerned, the 2G frequency is
The above examples clearly means that the phones use different radio frequency for each type of network and hence when switching from one to another it goes into no network mode momentarily and hence the data connection stops.