That's because the S2 isn't running stock Android. The custom firmware on Samsung branded (and carrier branded) devices will often have an "H+" or "4G" icons mainly to follow their marketing and make you feel like you're getting faster speeds. There's no difference in speed just because the icon is different.
Don't mess around with the diagnostic menu. Leave it on wcdma preferred.
This is how GSM networks work. When your connection is idle (not transferring data), the phone will stay on UMTS (3G) and your status bar will reflect that. Once you connect to a data session (transferring data), it will switch to HSPA (H). Once the data session is complete, it goes back to UMTS. This is done because UMTS simply uses less power, and its unnecessary to keep connected to a full-on HSPA connection when you're not transferring data. Again, this is precisely how GSM networks are supposed to work.
Again, the branded AT&T / Samsung devices won't do this often, simply because they don't want to cause any confusion (to the regular user) with the network icon switching back/forth between 3G and H. So in their custom firmware, they simply make it stick on "H+" (or "4G") whenever the network is available, even though you're actually quite often just on UMTS (3G) while idling.