Just to be sure we are on the same page, you have WiFi turned off, and you've gone into the settings and chose not to be notified when a WiFi connection is available, but WiFi is still turning on? Are you also getting the notification that WiFi is available or no? Settings>WiFi>Menu (3 Dots)>Notify me (when launching apps, notify me when WiFi is available) unchecked
If this is the case then my feeling is that you have an app that is turning on your WiFi and trying to connect. When you notice it you can do two things that may tell you which one it is or help you figure it out. When it appears you can go to Settings>Apps>Running apps and skim through the list to see if you notice anything running that might turn on your WiFi by its self. It probably won't be screaming "here I am", but you know your apps better than anyone and may see one that stands out. Alternately if something is running enough to turn on your WiFi it is probably consuming battery as well so you could also check Settings>Power>Usage for anything unusual there also.
Other options that may help identify if something is turning on your WiFi for you are answering the following questions;
Has this been an ongoing issue, or can you say it started around X time? This could be an indicator of an app that was installed and may help you narrow down the cause.
Have you installed any apps that have a lower rating? My rule is nothing goes on my device under 3 stars, but that's me. Anyway to this end go to your installed apps through the Play Store app and look at the app ratings and consider what the app is, for each app that may look for or want a WiFi connection. Then read the bad reviews. The one and two star reviews look for any that mention WiFi, because if it's annoying to you it's annoying to someone else and they'll post their feelings in the reviews.