I'm able to reproduce this and it seems to be a known issue:
https://github.com/raspberrypi/firmware/issues/1100
** Changed in: linux-raspi (Ubuntu Focal)
Status: New => Incomplete
** Changed in: linux-raspi (Ubuntu Focal)
Status: Incomplete => Confirmed
** Bug watch added: github.com/raspberrypi/firmware/issues #1100
https://github.com/raspberrypi/firmware/issues/1100
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https://bugs.launchpad.net/bugs/1890487
Title:
rpi3b+ wifi doesn't get used if ethernet disconnected
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