Wi-Fi keeps turning on?

[OhAlfie]

One odd "feature" (?) I've noticed since Lollipop is that when I want to use just the 4G LTE for some extra download speed, I turn off Wi-Fi but during random times that wi-fi is supposed to be off, it suddenly turns back on for no reason. I keep having to turn it off and for the life of me can't figure out why it keeps wanting to turn on.

Anyone seeing this happen on their phone?