Should a ORM have a single db connection for all requests?

A lot of sources on the web say it is best to make a connection pool or new connection for each request. I understand the reasoning why this is the case (more scalable) and I prefer it this way. But if you don't get 100 requests per minute, is it worth the extra time for each request for the db connection to establish? I would like to hear your different standpoints on the subject.