I am having this issue as well for enterprise. After updating a couple supervised devices to iOS 9 the cellular settings are supposed to be restricted from being changed but this it's only half true. In iOS 9.0.0, when you shut off the items that you do not want working over cellular data and changes are not allowed for cellular data, the items that were already shut off at the time the restriction was engaged will stay off, even though they toggle back to green.
For example, let's say you toggled Music to not work over cellular data, then apply the restriction for cellular data changes, you'll still be able to toggle Music back over to work on cellular data so it APPEARS that it is back on, but as soon as you move away from the Cellular menu and come back Music will show as shut off for cellular data.
While this is really great for things that you already have shut off and restricted it's a real problem for things you NEED to have working over cellular data. For example, let's say that the App Store is something that you want to work over cellular data. If it the App Store is shut off after the restriction is applied, it is going to stay off until it is turned back on by the user.
So basically, any apps that you shut off in Cellular Data at the time the restriction to not allow changes was applied will stay OFF, even though the user thinks they toggled it to ON. Any apps that you leave ON in Cellular Data can be turned OFF by the user or turned back ON.
This is a real problem if you need something to stay ON.