Just adding this note to hopefully clear things up and summarize some info already presented in this thread.
I have an iPhone 8, which is not 5G compatible. A few days after upgrading my phone to iOS 15 I discovered that the option to switch between networks in the Cellular Data Options window was missing. I naturally assumed it was a feature Apple had removed, since they're kind of notorious for taking away features without offering any warning or replacement.
Some folks in this thread mentioned it was because AT&T is preparing to shut down their 3G network, which didn't make sense to me, because the options available to me in that screen before the iOS upgrade were: 4G and LTE. Why should AT&T shutting down 3G services change that?
Well it's apparently because the option labeled "4G" on that screen was AT&T's misleadingly-branded network that's actually a 3G variant. So when I selected "4G" on my phone, I was actually choosing 3G, and the "LTE" option was real 4G.
To summarize: If you're an AT&T iPhone user who used to be able to switch networks in your data options, it's because our 4G option was REALLY 3G, and AT&T is going to turn 3G off in February 2022. In order to get back the ability to switch networks, we'll have to get newer phones with 4G/5G support. It still sucks, but at least it makes sense now.