I have a mi box S aswell and since I bought it (December last Year) I still cant change that option, not your problem only tho
Same here on Mi Box 3. never worked. I had to create a dedicated Mi Box on my router so nobody would bother me
I've had the same issue for a while now too. I don't think there's a fix, as I talked with Google for a while and nothing happened.
Don't know, but you can't turn it off for the Shield TV either.