I’m often sharing my network on my android smartphone with my mac, and I’m often plugin my phone to my mac to charge the phone. It is quite obvious to me that the network should go through the USB connection, but unfortunately, I’ve never been able to make it work that way, and was always relying on the wifi to share the network.
I finally found that Mac OS X does not have the required drivers — which is a shame my opinion. Fortunately, there is a nice open source project to fix that lack: HoRNDIS.
I’ve installed it on the mac, restarted the mac, turned on the USB network sharing feature on the android phone and plugged the phone in USB. It works!