1. When you say to turn off cellular, what exactly do you mean? Where are you looking to turn it off.
2. Siri is the digital assistant. When you command Siri, it sends data to a server which sends a reply that Siri understands... User input > audio sent to apple server > audio processed > reply sent to iPhone > Siri performs requested action.
Using Siri for anything transfers data both from your phone, and then back to it, using a bit of data. It isn't a lot, but turning it off, you still have the old fashioned voice commands