Doesn’t Airplane mode turn off ALL WiFi? In other words, I wouldn’t expect a connection to the bulb?
You turn off cell data in your cellular settings. The goal is to turn off that path to the Internet, while keeping the path to WiFi alive. That way when Android phones fail to find the Internet on the Wyze Bulb or Plug they won’t fail over to the cellular connection, thus dropping the connection to the Bulb or Plug.