I have a Galaxy S5 and when I connect to WiFi, my mobile data is still active. My wife has an Xperia z3v and her mobile data turns off when connecting to WiFi. Is this an issue with Galaxy S5 units?
I don't own an S5, but my G2 was like your phone was and your wife's is. Now my phone shows a 4G icon along with my WiFi. The data isn't flowing such as indicated by vertical arrows near the 4G icon. This happened when my phone was updated to Advanced Calling because even with Mobile Data off I seem to be able to make HD calls sometimes. It is because AC uses VoLTE allowing data and calls simultaneously. The data isn't used unless data is enabled though.
Have you taken the recent 5.0 update since yesterday on your S5?
Just checked My S5 w/4.4.4. Data & WiFi are on and active at same time based on the illumination of the white vertical arrows under each icon.
That was normal on mine too, but there are some apps that require mobile data to sync in the background such as Android OS and some Verizon update checks.
