The following item in Power...Settings... states:

Wi-Fi can be turned off to save power

You can see that the option is currently turned on. That should mean that the system is allowed to turn off the Wi-Fi to save power.

However, when I turn off that option, my Wi-Fi is disabled (turned off).

I'm attempting to tell the system that it is not allowed to turn off Wi-Fi to save power.

However, when I turn off the option it actually turns off the Wi-Fi.
It's seems that this item is not described properly in the Power....Settings...

Note: This option was the same under Ubuntu 18.04 also.