That seems somewhat contradictory in itself. Why would you want BT to be always on, and not connect?
Gnome has decided to always enable BT from the login to a session only some 2 yrs. or so ago.
If you dont want that, you can disable BT from session start and only enable it when you want it to connect. Maybe, your computer also has a hardware-switch for turning BT on/off, which would make things easier in a way.
Via shell-cmd, you can also turn BT on/off easily:
bluetoothctl power on , or bluetoothctl power off
Also see this.