Any Mac experts know how to fix this one?

When my Mac is docked or connected to something that has an active gigabit ethernet connection (doesn't seem to matter which dock or dongle I use, I have a choice of three options in this regard), I would expect it to use that faster docked ethernet connection, rather than Wifi.

However I have found that it seems to still favor the Wifi all the time.

Example: Just now I started a backup to my networked Time Machine drive (which is a fileshare on my NAS). It said the backup would take three hours. I canceled that backup, turned off the Wifi on the Mac, and started the backup again, to the same location. No changes to anything except that I turned off Wifi. Now it says the backup will take less than 30 minutes. This behavior is very consistent and reproducible.

When I google search for the problem, everything says I should do this:
- Open system preferences control panel.
- Select "Network"
- Select the "gear" icon flyout menu.
- Select "set service order".
- Move the ethernet connection to the top.

Yep, already done that. The ethernet options I've had plugged in before are at the top (and my current active one is the very top), and wifi is below those. It has been configured that way for ages. Doesn't seem to fix it. But that's as far as my Google searches seem to be able to take me.

Anyone else run into this issue?