First things first, you do not need to worry too much about mobile data consumption when connected to Wi-Fi. As depicted in your picture, Wi-Fi is listed above the iPhone USB interface and will take precedence as the primary interface. In other words, all traffic will be sent to Wi-Fi until it is no longer available or you manually change the service order to have Wi-Fi listed BELOW the iPhone USB interface.
If, you really want to permanently disable that connection, you can do two things:
- Highlight iPhone USB, then select the "Deactivate" option from the cogwheel underneath the list (you can activate it the same way again later)
- Highlight iPhone USB, then click the minus ("-") button to remove it.
Again, deactivating or removing this interface is not important as long as other connected interfaces are listed ABOVE iPhone USB.