Intel XL710 40GbE VF in auto mode does not respect PF down state

Issue

When the PFs link is DOWN the VFs in auto mode are still UP and can send/receive traffic.
Let's use the ens2f1 as the PF here for example.

# ip link set  ens2f1 vf 0 state auto

# ip link show ens2f1
13: ens2f1: <BROADCAST,MULTICAST,UP,LOWER_UP> mtu 1500 qdisc mq state UP mode DEFAULT group default qlen 1000
    link/ether 3c:fd:fe:9e:83:c1 brd ff:ff:ff:ff:ff:ff
    vf 0     link/ether 52:54:00:ac:c9:f1 brd ff:ff:ff:ff:ff:ff, spoof checking on, link-state auto, trust on
...

# ip link set ens2f1 down
$ ip link show ens2f1
13: ens2f1: <BROADCAST,MULTICAST> mtu 1500 qdisc mq state DOWN mode DEFAULT group default qlen 1000
    link/ether 3c:fd:fe:9e:83:c1 brd ff:ff:ff:ff:ff:ff
    vf 0     link/ether 52:54:00:ac:c9:f1 brd ff:ff:ff:ff:ff:ff, spoof checking on, link-state auto, trust on
...

$ ethtool  ens2f1
Settings for ens2f1:
        Supported ports: [ FIBRE ]
        Supported link modes:   40000baseCR4/Full
        Supported pause frame use: Symmetric
        Supports auto-negotiation: Yes
        Supported FEC modes: Not reported
        Advertised link modes:  40000baseCR4/Full
        Advertised pause frame use: No
        Advertised auto-negotiation: Yes
        Advertised FEC modes: Not reported
        Speed: 40000Mb/s
        Duplex: Full
        Port: Direct Attach Copper
        PHYAD: 0
        Transceiver: internal
        Auto-negotiation: off
        Supports Wake-on: d
        Wake-on: d
        Current message level: 0x00000007 (7)
                               drv probe link
        Link detected: no   

VF 0 is still working and state is UP.