That's the normal/default behaviour.
You can opt for a different SYSTEM_MODE() or use SYSTEM_THREAD(ENABLED)
However, this is a question asked dozends of times in the forum hence it would be good to try searching for potential answers first (e.g. search terms like without connection, without sim, ...)
https://community.particle.io/t/welcome-using-particle-forums-and-forum-etiquette