'LocationServices.FusedLocationApi.getLastLocation(mGoogleApiClient)' not returning any location if GPS is off

Question

I'm trying to get user's current location and for that I'm following this tutorial.

I'm running the following code on a device running Android Lollipop so there's no issue of runtime permission here.

Here's my code (Update 1.0):

@Override
    public void onConnected(@Nullable Bundle bundle) {

    Log.d("onConnected", "called");

    mLocationRequest = new LocationRequest();
    mLocationRequest.setInterval(1000);
    mLocationRequest.setFastestInterval(1000);
    mLocationRequest.setPriority(LocationRequest.PRIORITY_HIGH_ACCURACY);

    LocationServices.FusedLocationApi.requestLocationUpdates(mGoogleApiClient, mLocationRequest, this);

   }

@Override
    public void onLocationChanged(Location location) {
        mLastLocation = location;
        if (mLastLocation != null) {
            currentLatDouble = mLastLocation.getLatitude();
            currentLngDouble = mLastLocation.getLongitude();

            Log.d("cltLC", String.valueOf(currentLatDouble));
            Log.d("clntLC", String.valueOf(currentLngDouble));
        }
    }

here onConnected is getting printed out but clt and clnt is not.

Here's permissions:

<uses-permission android:name="android.permission.ACCESS_FINE_LOCATION"/>
<uses-permission android:name="android.permission.ACCESS_COARSE_LOCATION"/>
<uses-permission android:name="android.permission.ACCESS_NETWORK_STATE"/>
<uses-permission android:name="android.permission.ACCESS_WIFI_STATE"/>
<uses-permission android:name="android.permission.INTERNET"/>

Here's build.gradle:

apply plugin: 'com.android.application'

android {
    compileSdkVersion 25
    buildToolsVersion "25.0.0"

    defaultConfig {
        applicationId "com.xxx.aaa"
        minSdkVersion 16
        targetSdkVersion 25
        versionCode 1
        versionName "1.0"
        multiDexEnabled true
        vectorDrawables.useSupportLibrary = true
    }
    buildTypes {
        release {
            minifyEnabled false
            proguardFiles getDefaultProguardFile('proguard-android.txt'), 'proguard-rules.pro'
        }
    }
    repositories {
        maven {
            url "https://jitpack.io"
        }
    }
    dexOptions {
        javaMaxHeapSize "4g"
    }
}

dependencies {
    compile fileTree(dir: 'libs', include: ['*.jar'])
    compile 'com.android.support:appcompat-v7:25.1.0'
    compile 'com.android.support:design:25.1.0'
    compile 'com.google.android.gms:play-services:10.0.1'
    compile 'com.google.android.gms:play-services-location:10.0.1'
    compile 'com.google.firebase:firebase-database:10.0.1'
    compile 'com.firebase:geofire-android:2.1.0'
}

apply plugin: 'com.google.gms.google-services'

I don't want user to turn on GPS at this stage and want to retrieve current location without it.

I updated the code after seeing this answer, but again nothing is happening if the GPS is OFF!

Please let me know what's the issue here.