I am posting this for @user9 as a new topic on the forum.
I asked your question to Bing Chat AI and the below seems pretty definitive including sources:
When you close your laptop lid, it presumes you are done with it and want to either power off or go to sleep. Thus it turns off WiFi, Bluetooth, etc. The “do nothing” is just telling to O/S to not sleep or power off, it doesn’t tell the hardware. ¹² So when your laptop is asleep, it is not using any data. ⁵
Sources: Conversation with Bing, 5/8/2023(1) Loose WIFI when I close the lid (Windows 10) - Microsoft Community. Redirecting Accessed 5/8/2023.
(2) Internet or WiFi gets disconnected after Sleep in Windows 11/10. https://www.thewindowsclub.com/wifi-gets-disconnected-after-sleep Accessed 5/8/2023.
(3) Does it still count as data usage if my computer “goes to sleep”? - Reddit. Reddit - Dive into anything Accessed 5/8/2023.
(4) FIX: Windows 10/11 disconnects from Wi-Fi after Sleep Mode. FIX: Windows 10/11 disconnects from Wi-Fi after Sleep Mode Accessed 5/8/2023.
(5) Get the Desktop Experience: How to Run Your Laptop With the Lid Closed … Get the Desktop Experience: How to Run Your Laptop With the Lid Closed | PCMag Accessed 5/8/2023.
Hope this helps.