why can't I turn off cellular data for some apps

So I have returned. From the Future. I have solved this problem for myself. Undoubtedly my solution will not work for you and you will be even more frustrated. But let me tell you, I feel great.

So after I posted here earlier I called Apple Support and they said they knew about it and they were working on it. It would be nice if they would post that here! Silence makes people crazy. So anyway, they said that I should just keep waiting and see if a fix comes out. I said that this problem had been around here on the forums for years. Was I likely to have to wait more years for a solution? The person said they hope not but that I should just go sit down and shut up and wait. Ok they didn't really say that.

After I pressed them they said that some people reported the problem being solved by backing up your phone and then restoring to factory defaults and reinstalling the backup. I have not been able to do a full iTunes backup for a while since my small macbook air didn't have enough room to do so. iTunes would not tell me how much room I needed, it just said that I needed more room. I had the 32gb iPhone so I was hoping that I would not need 32 gigs on my laptop because that wasn't going to happen. Anyway, also iTunes won't let you backup your iPhone to an external drive which is really really really really really dumb. One more dumb thing that Apple is doing terribly.

So Anyway I decided to just get a manual backup to my laptop even if it killed me. So I pared down my iPhone's files till there was almost nothing. I removed music, movies, audiobooks, ibooks, a bunch of apps, deleted a bunch of messages. etc. I got it down to about 10gb? And then I went through my laptop and started trying to scrounge up 10gb of space. So I just kept working at it and it was a tremendous pain in the *** and I was cursing apple as I spent hours on this simple issue, and then finally I was able to do a manual backup to my laptop. So after I did that I thought great. Now I will plug my iPhone into a wall socket, and do the wipe, then plug it back into iTunes and do the backup restore. But before I did the wipe, I thought I would just check and see if the problem was still there. Just curious. And that was the crucial decision, because the problem was gone. I can now change cellular settings at will. I am free! Freedom! So anyway I am not sure what did it. Maybe one of those apps was messing it up? I had put a few new apps on my phone right around when I did the Ios9 update. And that was when this issue cropped up. So I'm not sure if I removed an offending app, or if doing a manual backup fixed it? Or just syncing with my iTunes did it? Or just cutting down my space used did it? I really don't know. But you can try that.

Good luck y'all! Godspeed!

Thanks phily. That did it for me. 🙂 Hope this solution helps others too. You're better than the Genius guys!