Software update
Why can’t I download software with my mobile data
iPhone XS Max, iOS 14
Question marked as
Top-ranking reply
You need wifi or a computer that ideally has Ethernet, as indicated in this document: Update your iPhone, iPad, or iPod touch - Apple Support
Apple doesn't say why but probaby because software updates are very large files and many people's data plans wouldn't allow it. Data connections can also be unreliable and your update might be corrupted and you'd have to download it again.