Ethernet, WLAN (Wi-Fi) and Siri
No, not necessarily. The priority given by your Mac to the various connections are determined by the order of services listed in your Network settings. To view this:


Go to System Preferences > Network:




If your Ethernet connection is not listed above your Wi-Fi connection, you can change the order as follows:


Click on the Cog/Gear icon (on the right of the minus '-' sign at bottom left)
Select Set Service Order...
In the Service Order window that appears, click and drag the Ethernet connection so it is at the top (or at least above your Wi-Fi connection)
Click OK
Exit System Preferences


As an aside, Siri just needs to be able to access the Internet to work, it doesn't specifically require a WLAN connection to work. If you can't get it to work on Ethernet, then perhaps you should post another question about that.