<Dons tinfoil hat>
Um this link here sort of explains why it's a good idea to turn of your wifi.
http://hakshop.myshopify.com/products/wifi-pineapple
Basically it impersonates a wifi network your phone already knows about INCLUDING secured ones and sits in the middle of your phones conversation with the internet.
You'd be surprised at how many of these I've seen poking out of bags in coffee shops
;-)
<takes off tinfoil hat>
Marie