Airplane Mode closes the hole about tracking without a SIM because emergency call support. Calling the number disables Airplane Mode anyway, so little harm done in keeping it on. As for the airplane mode on all radios, yes, that is the case. We have features to turn them off when one is disconnected after a period of time to reduce attack surface though.

WiFi-only works best because there is much less identifying information and the ones that remain like MAC address are randomized per connection. Cellular networks are highly federated and have tons of parties involved while Wi-Fi mostly limits concerns down to who is operating the network you connect to and their service provider. You trust less parties using WiFi.

Obviously, some networks may force you to identify yourself, use accounts, etc. If I am on a train I can simply just lie, it doesn't even try to prove if an email is legitimate in my case.