Nexus 6P - Internet works even if the Data and WiFi are off

[AC Question]

I got my Nexus 6P yesterday with Project Fi sim. I activated it. I found something so weird. Even if I turn the WiFi and the data connection off, I can still access internet. To fix this I went to the Developers option and turned "cellular data always active" off. But it didn't make any difference. Does anybody know how to fix this issue?