How do I enable USB tethering without turning off the WiFi?
I resolved this. The solution seems a little bit hacky, but it worked.

I unplugged the USB cable, turned on the Wi-Fi, enabled the USB tether option, then plugged in the USB. When I plug it in, it shows the message


  Wi-Fi is turned off when USB tethering or Mobile HotSpot is active. To turn on Wi-Fi, please turn off USB tethering or Mobile HotSpot.


and then after a few seconds


  USB tethering is ON


If I turn on the Wi-Fi after the first message but before the second message, the Wi-Fi is not turned off automatically and my computer is able to successfully connect.