How to make MBP use USB Ethernet first and when disconnected, use WI-FI?
The problem is that you are on two different subnets with two different gateways.





What's happening is that you have an established connection with some endpoint going to a particular IP address.  Your internal network firewalls switches and routers all have this state mapped.  

When you go from WiFi to your desktop USB connection, your Macbook wants to keep it's active connections, well, active.  So, it will continue to download over the connection with the active state.

As far as OS X and your applications know, you are on two totally different networks.  While the USB may take priority (for new connections), it can't override other connections with active states.

The easiest way to resolve this is to simply turn off WiFi when you get to your desk then turn it on when you leave.