I thought the same thing as you.
Actually, I believe, the fourth button (given you have wifi - bt - gps - 4TH BUTTON - screen brightness) does not control background data. It controls data sync. Therefore, if you turn on data sync, it will automatically turn on background data as it is needed for data sync to work. But if you turn off data sync, that's it, background data remains on (anda data sync off, of course).