It could be Google's location service, which also scans for Wi-Fi network even if it's switched off. Try going to Settings >> Wi-Fi >> Advanced and make sure that "Scanning always available" is disabled.
Current phone: HTC One (M8)
HTC HD2 (Dec 2010 - Apr 2014; thank you Leo!)
HTC Touch HD (Dec 2008 - Dec 2010)
HTC Touch Cruise (May 2008 - Sep 2008 [stolen])
Previously: Nokia 6630, Nokia 3510