Hello marseacat,
Welcome to Apple Support Communities. It looks like you're getting a pop up about Cellular data being off when you use your apps, and we'd be happy to look into this with you.
Just to clarify, are you getting this pop up with a specific app or multiple? Are you get this pop up every time you use an app after turning off the Cellular data, and using your Wi-Fi network or it just happens once?
What is the exact iOS 14 version running on your device? Settings > General > About.
iOS 14.4 was recently released, so if you haven’t updated to that, let’s do so now.
How to back up your iPhone, iPad, and iPod touch
Update your iPhone, iPad, or iPod touch
Also, download any available carrier updates by following these steps:
Update your carrier settings on your iPhone or iPad
We hope this information is useful. Kind regards.