Me, too. Or: Me, three. Or whatever arbitrary number: My MBP 11,2 (Mid 2014) with El Capitan (now OSX 10.11.4) keeps turning on Wi-Fi during reboot.
I'm using my MBP mostly stationary in my office, establishing my network connection through a Thunderbolt Ethernet adapter. I have a Wi-Fi network available, and I definitely use it occasionally when I walk around with the laptop. However, most of the time I simply turn it off.
I'm one of these oldtimers who tends to shutdown the computer at the end of the day (please spare me comments like "you're using it wrong" 😉), and I wouldn't expect Wi-Fi to turn back on magically during reboot the next morning. I don't really have too many security-related concerns about it – but more about safety: When I'm booting up my MBP on a plane (as rarely as this might take place), I don't really want it to switch on Wi-Fi without my given permission.
… Interestingly enough: My old iMac 12,1 (Mid 2011) at home which is on corded Ethernet at all times does not share the problem: I can switch on and back off Wi-Fi, and it won't be activated during reboot.
My gut feeling tells me that El Capitan really, really, REALLY wants to be on-line, and as the Thunderbolt Ethernet comes up later during the boot process, it simply activates Wi-Fi unaskedly. This is similar to my iMac turning on its formerly deactivated Bluetooth when no corded keyboard or mouse are connected during boot, simply to be able to search for Bluetooth input devices.