No it's not possible and if you could, then i don't think you would be able to access the app on you phone anymore, so it's propably by design that wifi cannot be turned off.
It is not possible to turn off the WiFi connection on your F-Secure SENSE router but it is possible to turn off the Guest Network. You may choose to hide your WiFi network if the aim is to prevent it from being seen during random wifi search.
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