Turning off Wi-Fi makes your battery life worse [because the cellular radio uses significantly more energy and you'll forget to turn it back on when you're around Wi-Fi again].
I don't use WiFi and Bluetooth frequently. I use mobile data on iOS and wired connection with macOS. Probably I'm too old now and this way of connecting devices is now a niche :)
Even if you're not joined to anything, it doesn't matter. The cellular antenna is the only one that uses any significant power.