On your iPhone, switching off Bluetooth and WiFi doesn't actually switch it off.
The buttons found in the control center – which has received a major redesign for iOS 11 – actually do something else, despite appearing to switch off the wireless technologies. Instead, when you press the buttons – both for Bluetooth and WiFi – they'll just disconnect from all the things they're currently attached to.
So switching off Bluetooth, for instance, will kick your headphones off from being attached to your phone. But your phone will still be sending out and receiving Bluetooth signals