Probably because when I turn something off, I expect it to be turned off. Not too difficult to understand I hope.
It's not difficult to understand, but the button doesn't say "off" it says "disconnected". There are three status icons: blue is connected, grey is disconnected, and grey with a line through it is off. If you force touch in control center. You get descriptions that say exactly that. Off requires turning the radio off in settings.
The communication is there, but it could be clearer. They also could have included a three way toggle, I don't think I'd personally like that better, but it would address the issue. I have a strong suspicion that disconnect is the far more desired option, and Apple would have had that data when they made their decision. It's unfortunate that turning off wifi requires airplane mode or a journey into the settings app, but I suspect a connect/disconnect toggle is more desirable for the typical user.
Maybe you should go complain that turning your cars headlights off still leaves the daytime running lights on, and you have to turn your car off to turn those off. On/off isn't the only toggle possible.