Why?
Sure, I would be disturbed that it's doing that sort of thing in spite of Wi-Fi being explicitly turned off.
What is the threat to me though?
Also, how do you pay for streaming channels, etc., if you don't give it any information?
Without either doing the fingerprinting from surreptitious audio recording in the room that other commenters mention, or else matching the unit serial number to the purchaser (requiring the retailer to leak personal info to the manufacturer), they can't match the unit's location to our identity.
They want to be "helpful" and show me they can "work tech" by doing stuff like this. They don't understand that the TV is manipulating them. I don't want to have to explain to them that I'm basically a neurosurgeon and they just tried to impress me by drilling a hole in somebody's head. Because the TV told them to.
Disconnecting the wifi avoids the need for unpleasant conversations.
EDIT: What I am referring to here is the specific allegation that smart TVs will connect to open wireless networks without being commanded to do so. It's not a catch-all for any nefarious thing involving TVs or wireless networks.
If the devices still scan all the time...
Living on the countryside there is no such problem.