This is not communicated and is completely bogus, do you expect users to "expand" the panel and read carefully the small text under which says "Not connected" and map it to, "hey this is me Apple, royally screwing with you, even though you wanted to turn off Wifi, and you just did that, I won't turn it off, I am gonna lie to you and keep eating your battery till your phone die"
That's exactly what happened to me when I was desperately trying to save battery and turn off services.
That's exactly what happened to me when I was desperately trying to save battery and turn off services.