How can my iPhone status change to online if it was locked when stolen My iPhone 6s was stolen a few days ago, however because I was running out of data I switched off my mobile data before that happened. 

When I got home I tried to track my phone and lock it using Find My Phone, but it said my device was offline, I tried to activate Lost mode but it said it was pending and would be activated when it is connected to the internet.

My question is, if my phone was locked as per usual (i.e. requiring my thumbprint or 6 digit passcode) when the phone was stolen, and the thief doesn't know my password, how could they gain access to my Settings and connect to the internet, so the Lost mode can be activated?
The iPhone when locked will join known WiFi hotspots that it's set to join when plugged in to power.
If it's connected to iTunes, it will communicate to the server if someone tries to erase or activate it.
If a working SIM with cellular data is inserted (or you turn data back on) then the lock/tracking can engage


If none of those three items happen, the lock may sit on Apple's servers until cancelled or they shut down / purge old requests. I would turn on your data if you can to get it back or tracking remotely the quickest.

The good news is it's locked to your account, so whoever buys it or tries to sell it won't get any value/satisfaction and your data is as secure as the passcode settings are (4 digits can generally be brute forced, erase after 10 and a longer passphrase/password is generally not crackable). The bad news is without a viable data connection, you can't track it's whereabouts while the battery or device is powered.