Had the same problem, even the behavior you describe with the the checkboxes turning themselves on immediately again.
Deleting the Bluetooth preferences (located in the library preferences, not the user library) did the trick. It's called com.apple.Bluetooth.plist. After deleting, restart the computer.
It now works, and I can deselect any checkboxes. I've restarted 3 times since then it stayed off.
Thanks Chris1047. That did the trick. I deleted only the user file, which made no difference as you pointed out. Also, immediately after deleting the preference files from the main library folder (I deleted all three bluetooth.plist files), one has to restart so that no new prefs are created with the old habit, so to speak.