Update on the Per-App Cellular Data Toggle Switch Issue:
A number of users, myself included, are experiencing this issue.
Here’s a concise summary of the issue:
The issue concerns the cellular data app toggle switches in iOS 9. For example, when a user turns a switch "on"from an "off" position, the setting is not respected by the system. The switch will appear to change to "on", but if you try to use the affected app, it won't permit cellular data to go through. Then, if you go back and check the cellular data app switches in the Settings app, you can see that the switch has reverted back to its previous position, in this case "off”. Any users with cellular toggle switches in the "off" position before updating to iOS 9 now have the toggles stuck there.
There is an active thread going with users troubleshooting and posting updates. Feel welcome to join the thread and post any info you have and updates. You can find that thread here: https://discussions.apple.com/thread/7219001
So far, we have at least one solid confirmation that wiping and doing a clean install does not permanently address the problem. This suggests we need to wait for Apple engineers to find the issue, and issue a point update (think iOS 9.0.1) to fix the issue.
We'll need to be a bit patient because the process may take awhile, but calling in to Apple support and working with the techs may be helpful so they can collect more data. The more people that report the issue, the higher a priority it will be to fix it. Also, turn on the option in Settings to send Apple your diagnostic data (if possible). And follow the thread mentioned above - it might be helpful to Apple engineers & support teams if they can find all the info they need in one thread.