I noticed in the past couple of days both the WiFi and the AT&T Mobile data icones are on and active.
I made sure that the WiFi connection is good and the phone is actually using it.
Anyone knows why the mobile data shows as active even though there's a good WiFi?
Mystery solved! It was the AT&T voice messaging app that caused the mobile data to be on all the time. Once AT&T pushed an update for the app, the problem was gone..