(Raspberry Pi) After I connect to a wifi network over VNC, my Pi loses connection?

I'm new to Kali Linux, and these forums (so move this thread if you have to), but I'm having extreme wifi troubles. I have a raspberry pi, but no monitor to use it with and so the only way I can connect to it is over VNC. It's running Kali Linux ARM, and it's connected to my network via an ethernet cable. I have an Edimax EW-7811Un wifi dongle plugged into a USB port, and the blue light is flashing. I think this means that it's recieving a connection, but I can't be sure because whenever I unplug the ethernet cable it loses connection to SSH and VNC.

Some things that I've noticed are:

• In Kali Linux (Connection over VNC) it locates and connects to my wifi and shows no ethernet connection, this when the only internet it's getting is over ethernet
• Unplugging ethernet makes the connection lights on the pi turn off but the wifi dongle's light's still flash
• When I unplug ethernet and lost connection, it still shows a connection on my router's info page (It might just be not updating, but a few page refreshes and it's still there)
• I've had this problem across multiple OSes

Please post any ideas, tips, or tricks on what I can do, and any information you need I can post (just ask and I'll get it as soon as possible).

If you're connected to the RPi over ethernet (and it sounds like you are) - it's not going to magically switch to using the WiFi connection when you unplug the ethernet. The blue light flashing can mean anything - but until you've actually set it up to connect to your WiFi network, it doesn't mean anything.

You need to be sure that you're connected to the RPi to the IP address that's given to the WiFi device, NOT the ethernet device.