That... sounds really really odd. Are you sure you (or someone else in your household) didn’t put in the key at some point? How did you notice that it connected? Which model number? What kind of WiFi security?
I'm sure, because I took it out of the box and did the first time setup. WiFi is standard WPA2. Printer is a Canon Pixma TR4527.
Here's the process, for those interested. And I did work hard to see if there's any other way.
1. You download the printer "install software" from Canon's website.
2. Run the installer. It makes you read a long legal agreement, including that you won't use the printer for any antisocial purposes.
3. And then asks for your permission to install monitoring software to collect data from your printer. Probably including whatever confidential documents you print? Apparently in China all this stuff gets sent automatically to a "research firm".
Oh yeah, and if you don't agree, it installs the software anyway but they say they won't use it.
4. The printer initially acts as its own WiFi access point. Your PC disconnects from its router and connects to the printer. What if your neighbour has the same printer? Who knows. Maybe you'd connect to that too.
5. The PC then connects back to the router's WiFi network... And the printer does 's too. Somehow. Never gave it the WiFi password. But I'm guessing it just asked my PC very politely.