Is internet connection made by data cell phone? (eg. 3g)
That way you will still have internet, but Wifi is off.
If not, did you try a reboot?
Sometimes the wifi on my device looks 'stuck' too, not being able to change it correctly. After a reboot everything is well then.
Samsung Galaxy Note 2 (WW), AOSB 1.3.0 , PhilZ Touch 6, CyanogenMod 11.2.0, Android KitKat version 4.4.2
HTC One X (WW) CWM, ViperX ROM - broken screen
ASUS TF300T (WW, Unlocked, CWM, Rooted JB OTA)
HTC Touch HD 2 T8585 (flashed to Android)
Hitting 'thanks' is completely free and friendly!