AFAIK this wi-fi on even when it's meant to be off is not a bug, but a "feature" introduced by google in kitkat. It is always left on regardless of user will in order to get better precision in the determination of location, in google maps and similar apps.
I also dislike this "feature", that was draining all the battery of my Galaxy S2 with Cyanfox 2.0.2 (based on 4.4.2), but the good thing is that it can be disabled very easily:
Go to Wi-Fi Settings, then into the "Advanced" page. You'll find an option saying something like "Scanning always available for Google apps". Well, simply untick this option and voilą, wi-fi will regularly turn off.
And bye bye battery drain
Samsung Galaxy S4 GT-I9505 with Knox-free bootloader + DjeMBeY's Pre-Rooted XXUEMKE
Samsung Galaxy S2 GT-I9100 with Cyanfox CM11 KitKat 4.4.2
Samsung Galaxy Ace Plus GT-S7500 with something stock on it
Samsung Galaxy Note 10.1 16GB WiFi+3G GT-N8000 with latest stock ROM + root
The glorious Nokia N95 8GB
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