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After upgrading to Lollipop, my Z Ultra connects itself to WiFi networks where I have explicitly unchecked the "auto-connect" box. For example, there is a WiFi network at work that I occasionally need to connect to for some things, but I do not want to remain connected to it as it has no internet access. As of right now I have to "forget" the network every time I'm done with it or the phone will continue to reconnect to it automatically even though the "auto-connect" box is NOT checked.
...not sure if this is a Sony issue or Android in general.