Apple figured out that most people’s usage of those buttons was akin to “I’m connected to a wi-fi that isn’t working / Bluetooth device I don’t want to be right now, please disconnect me” and changed them accordingly, so when you get to a different wi-fi network it connects to that rather than burning cellular data. They show a message telling you that’s what they’re doing. It’s not a secret.
Turning WiFi / BT fully off has negligible effect on battery life. Privacy is a more valid concern.
Apple figured out that most people’s usage of those buttons was akin to “I’m connected to a wi-fi that isn’t working / Bluetooth device I don’t want to be right now, please disconnect me” and changed them accordingly, so when you get to a different wi-fi network it connects to that rather than burning cellular data. They show a message telling you that’s what they’re doing. It’s not a secret.
Turning WiFi / BT fully off has negligible effect on battery life. Privacy is a more valid concern.