If the threat is observation and tracking, you really want to turn off all radios, right? Cellular, wifi, bluetooth, NFC. Otherwise you are hoping some anonymization/obfuscation is preventing your signal from being correlated to those captured at other locations and times.

If the threat is self-incrimination after the fact, you also don't want to carry any device that is determining and persisting its own location info. Don't track your protest as a fitness activity on your GPS sports watch...