This is something I've been doing with all my devices since Marshmallow was released, and because that I had already forgotten that it was like that until today. For some strange reason or maybe a possible Marshmallow bug, there was news that people were having bigger battery drain with Wifi on than off, before that it was commonly known that having Wifi on all the time was better for the battery than having to use LTE all day. Immediately after I got Marshmallow in the device at had at the moment I also noticed that it was also true for me, Wifi was causing issues and a lot more battery drain than usual.
Fast Forward months and about 4 devices later and since that time I haven't turn Wifi On except for when it's Charging (I'm using MacroDroid for that without my intervention) and my battery has been basically better than most, if I may say it, when I compare to other users of the S7 edge, S7, HTC 10 and Axon 7.
Today I remembered this, and I decided to do a test for the first time on my Axon 7, that for the past 2 weeks since I got it, has been nothing less than exceptional in battery life, and I left Wifi on since I unplugged it at 5:00am, now it's 1:20pm and with just 55 minutes of SOT I'm at 84%, not bad for many but poor for me, with Wifi off, like I've been always averaging 8-9 hours of SOT (4 hours of SOT when I go to sleep and at or around 50%) and with the same SOT as of today I've always been at this time at around 90%. So what I'm saying is that even when it's still good battery life, today with Wifi on I'm averaging between 5.5-6 hours of SOT, when I normally can get about 8 with Wifi off.
So for those of you that can give it a try or have unlimited data and really doesn't matter having Wifi on or off, you can try for one or various day with WIFI off to see if it also helps you. I know it's has been simply great for me, if more people confirms this then it's obvious something is still wrong with WIFI settings in general on Marshmallow and it's not just a Samsung thing.