I found this searching for answers, since I noticed the same problem on my new S6. At home last night, noticed that both WiFi and 4G were showing. When I set up the phone, having upgraded from an S3, I was never asked for the password to my home network, so I wasn't sure how it was connecting. I turned off mobile data to test and I was indeed connected to my network. When I turned mobile data back on, both WiFi and 4G showed again. I have to admit, I didn't notice whether or not the 4G was grayed out (I thought I saw activity, but now I'm not so sure and will have to check next time I connect to my WiFi).