How to deactivate iPhone USB tethering when OSX is connected to a wireless network
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.