Starting Visual Studio 2015 also launches two other executables:
VsHub.exe
and
Microsoft.VsHub.Server.HttpHost.exe<
One of the reasons why Visual Studio tries to connect online seems also that, by default, search online for updates for both Visual Studio and its extensions.
Also, Visual Studio includes a version of Internet Explorer within its core so that webpage (and extension) can be downloaded live. In other words, it acts as a browser as well and as we all know... Microsoft is pretty keen on checking its users' data and usage of its software.
There are plenty of online functions in the menu Tools → Options. (To be honest, I do prefer MonoDevelop even with its flaws.)