This apparently happened because of a settings in the BIOS for LAN/WLAN auto switching.  Here are some screenshots to the setting on a HP Elitebook 840:

In the event you have a BIOS password and cannot do this all is not lost.  In Windows disable the following services:

  • HP LAN/WLAN/WWAN Switching UWP Service (still did not work after this one was disabled but probably a safe bet to keep disabled)
  • LAN/WAN Switching Service (this one did the trick)