If you leave your wifi on when you're not connected to a network, your device will automatically start sending probes for known networks. For instance, if your home wifi network is called "duggan's network", and you're at an airport across the world, your phone will advertise to all devices in the vicinity that you're looking for "duggan's network".

Then, a malicious person can advertise an SSID of "duggan's network", and in certain cases, could get your device to connect to that network without you interacting with your device, or even realizing that something has changed.

Ask most infosec people, and they'll tell you that they _always_ turn off their wifi when they leave a trusted location.