Hi, Vicky,
The Bluetooth feature being on does not mean your iPhone is connected to a device. It merely provides the phone the ability to pair with a new Bluetooth device, or connect to an already-paired device. If you have no paired devices, the phone is not going to connect to anything.
You can turn the Bluetooth feature off if you do not plan to use it from Settings > Bluetooth. If you utilize the toggle in Control Center (as shown in your second screenshot), it only disables Bluetooth temporarily, and the feature becomes active automatically the next time you restart your iPhone (which occurs during an update), or the next day at 6AM, whichever comes first.
You can get more information on using Bluetooth with your iPhone in the Apple Support resources below:
Pair a third-party Bluetooth accessory with your iPhone, iPad, or iPod touch - Apple Support
Use Bluetooth and Wi-Fi in Control Center - Apple Support
If an app would like to use Bluetooth on your device - Apple Support
Have a great day!