I think you are mixing up modulation (frequency hopping) with signalling.
The frequency hopping occurs continuously and independently of the data being transmitted. It is quite possible, even likely, that a lot of frequency hops occur during the transmission of a message.
The acknowledgement is just another message being sent/received.
Systems I've seen are "always on" when active. One could imagine a system where TX/RX are turned off between messages, but then resyncing the hopping is needed before each message, which is time consuming and inefficient.