Why is my mobile data automatically turning on?

[AC Question]

Samsung Note 4
lollipop5.0.1
Mobile Data is turned off. WI-Fi-->advanced-->Smart Network switch is OFF, Unchecked. Still, the mobile data automatically comes on even when I am connected to my wi-fi.

 

[Almeuit]

It is probably due to a caller ID app -- or when you send/receive a MMS message.