WiFi drains battery even if it's off
Okay, to address the points here:

Marshmallow doesn't have the option of Scanning Always Available as it was in Lollipop.

So, what to do?

Marshmallow still has these options, only now they are fragmented and redistributed. It is now under:


Settings &rarr; Google &rarr; Services &rarr; Location &rarr; 3-dot menu &rarr; Scanning &rarr; Wi-Fi scanning


Also, there are:


Settings &rarr; Wi-Fi &rarr; 3-dot menu &rarr; Advanced &rarr; Keep Wi-Fi on during sleep


and


Settings &rarr; Wi-Fi &rarr; 3-dot menu &rarr; Advanced &rarr; Network notification,


if you are paranoid about battery.