I have also seen the case where once the GoPro is in the Zenmuse with the Wi-Fi on and the Phantom powered up; if you turn the Wi-fi off by pushing the button, the blue led will flash a couple times and then it will go off. But a few seconds later will start flashing again. After repetitive attempts to get the wi-fi to shut off I finally pulled the battery on the Phantom and then it was able to turn off.
I produced somewhat similar results trying to turn the wifi off by pushing the button on the side when the GoPro was turned on while charging. It responded the same way.
Your mileage may vary of course.