Apple in iOS 11 decided that when you tap the Wi-Fi or Bluetooth buttons in Control Center, the system now will disconnect you from any devices or networks you are currently on but no longer truly switches Wi-Fi or Bluetooth off.
This means that even though you thought you switched them off, they remain active for things like AirDrop, AirPlay, Continuity, Hotspot, Location services and devices such as the Apple Watch and Pencil.
An Apple tech support note says this is so you can continue to use those “important features.”"Important". Oooooh kaaaay. Pay no attention to that man behind the curtain selling location-based advertising.
But fear not, there is a way to turn them most sincerely off, even though the iPhone GUI won't tell you how. The article goes into this in detail, but it boils down to three options:
1. Ask Siri to turn Wifi off. This one sounds creepy to me, but you know how nasty and suspicious I am about Siri and Alexa.
2. Set the phone in Airplane mode. Of course, then it won't work as, you know, a phone. Nice design decision for your phone, Apple.
3. Go to Settings and turn off WiFi and Bluetooth manually. This is a real pain, especially something that is supposed to have an "insanely great" user experience. I guess your convenience must be sacrificed to the Apple bottom line.