This is the cellular failover feature. In general you should be able to turn it off in the ntework settings and, unless the user has admin rights, they shouldn't be able to change it.
There doesn't seem to be a GPO to force it but you can add a registry entry to do so. Based upon a quick google the path is HKLM\Software\Microsoft\WcmSvc\CellularFailover
. Add the AllowFailover
DWORD value and set to 0 to disable or 2 to enable. Unless the user is an admin they won't be able to change the value. Not sure how the UX behaves when this is set though.