Stubborn Wi-Fi when locked

Hi guys,
I've got a Nexus 7 LTE with stock 5.1.1 ROM and I notice something wrong when the screen is off:
1) if I start downloading updates from Play Store and then I turn off the screen, when I turn it on again, they're almost at the same percentage;
2) if I start a hotspot, the connection becomes much more unreactive.

In Wi-Fi Settings, "Keep Wi-Fi on during sleep" is set on Always.
I can find no more the "Wi-Fi Optimization" setting, otherwise I would have tried to deactivate it.

Any suggestion to act on the stock rom?
Could it be the kernel or the ROM? What would you recommend?

Thanks in advance!