The wifi and cellular data are two seperate things. programs can use either to connect.
If you aren't going to have cellular data, make sure that the wifi connections is active. Otherwise when a program connects it defaults to using the cell network.
BTW, i am of the belief that anyone using only the wifi should really try the cell data along with opera mini. All my friends stopped worrying about wifi after they got a taste of not having to find a hotspot etc...
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