How does a Mac choose between Wi-Fi and Ethernet to work with?
It's possible to set network access interface priority order. Go to System Preferences → Network, click on the lock icon to unlock the preference pane. Now click on the gear icon shown towards the bottom of the network interface list, and select Set Service Order... command.



Now, in the new pane that opens, you can drag the priority network interface (Ethernet in your case) to top.



(I do not have a LAN interface, so the same isn't visible in the screenshot).