How are you switching it off? What are you doing when it comes back on? What device do you have?
Typically if you toggle it off either in the quick settings or in the settings themselves it won't come back on until you decide. Same with using airplane mode. However many devices won't send MMS over WiFi and your device may turn days on to send these messages but typically turns itself back off after the message is sent. It may do this even if you've turned data off but usually not if in airplane mode.
An app with permission to affect your data settings can do this also, so look thru your apps for anything that might demand data and check that they all have a good history in their reviews at the PS.
We can offer more and better help once you've answered the questions.
Posted via the Android Central App