Mine connects to WiFi only when it's on. As soon the car is off there is no WiFi connection, no matter if the car is locked or not.
A bit of dilemma as usually the car is off at home and only on while driving. WiFi off when the car is off but unlocked, makes this function quite useless even when it saves battery power.
For those having a weak gsm signal at home it would be a benefit using WiFi at home.
And if software updates OTA will ever be available, using WiFi may provide a more stable connection too.
Anyway, maybe it's just my xpower doing it that way.