I also noticed that when I have no background connections active, starting apps that uses the internet makes the internet connection to stay on until it is switched manually off. Connection will be left active even after shutting down all apps. For example going to Nokia store does it every time.

I'm not sure if it is related to this, but anyway it really seems that the OS is buggy in this respect. Fixing is probably quite hard, I guess it might require a firmware update.