There is already post about similar issue.
See :
http://forum.mikrotik.com/viewtopic.php?f=7&t=68782
As Uldis said :
"It's because RouterOS supports only legacy power saving and WMM Powersaving support will be added some time later."
Copy paste from that post :
"The workaround for this scenario is to use longer Group Key update interval then 5 minutes. In my case the value for group-key-update is set to maximum - 1 hour (not enough). The reason to rekey the Group Key is one of policy not key space exhaustion. If a system leaves the wireless it still has the current group key and can capture all broadcast/multicast traffic (including network neighborhood stuff). If you have complete control over all the wireless devices on your AP you could set this at once a week. With PSK there is NO justification to make it less than 1 hour. For 802.1X with many 'guests' a shorter time can be good policy."
You can do that in RouterOS :
/interface wireless security-profiles set profile group-key-update=1h