I agree that the n9 settings are a bit unclear, compared to the n900 or recent symbian^3 phones.

Only the n9/n950 seem to have ambiguous connection management, whereas the n900 and symbian^3 phones essentially have the equivalent of 'switch to wifi when available' and/or connection priority settings.

It's quite possible that the n9/n950 connections tweaking that zaoltryence described effectively 'switches to wifi when available', but it's really not clear what the intent is from the available dialogs/settings.