If you’re using the dongle that came with the mouse, that’s a proprietary wireless connection made between the mouse and the dongle. The device your computer sees is the dongle, which is connected to the computer via physical USB connection. It doesn’t use the computer’s Bluetooth radio, so turning off Bluetooth doesn’t affect it.

If you want to test if your computer’s Bluetooth is truly off, you can probably find a Bluetooth device sniffing app and see if it detects your computer when you’ve disabled it, but I don’t know of one to suggest. You can pretty well trust that if you’ve turned it off in software, it’s off.