Okay so me and my husband were having the same problem after updating to iOS 9 through wifi. Our Facebook app and a few other apps wouldn't stay toggled on while on cellular data. We tried every trouble shooting step that is know. We did a restart, hard restart, restore through iCloud and iTunes, and reset but nothing worked. It almost seemed like we were doomed to never use our apps via cellular data again. After one more attempt I was able to solve the issue and now I can use my apps no problem.
Essentially what I did was erase all contents and settings on my iPhone and than set it up as a new device.After resetting my phone the set up process starts with the "hello" screen. Than it continues to ask you your language and country. Once you get to the "Choose a Wi-Fi Network" you want to make sure you use a cellular connection instead. In order to get this option you want to click "Choose another network" under "Wifi". During the set up I decided to opt out of restoring it through an iCloud backup/iTunes backup because I knew that this hadn't worked and that it would also just leave me with the same problem I've been dealing with. After setting up my device as a new phone I finished the rest of the set up process and arrived at the home screen. Afterwards I just signed into iCloud and all of my contacts, photos, mail, reminders, calendar, and notes that I had previously backed up before erasing were uploaded back on to my phone.
Unfortunately iCloud doesn't back up text messages or applications so those were just gone for good. I could live with my texts being gone if everything else worked fine. During the set up process I chose to use a cellular network all my options under cellular in settings were toggled on automatically. My first app I tried downloading was Facebook. I downloaded the application, it finished installing and VOILA! I had complete access to my Facebook while connected to cellular data. Just to be sure I wasn't imagining things,I downloaded about 5-6 more apps that I was having difficulty with and they worked as well. I also checked my cellular settings and saw that all of those apps that were downloaded were toggled on and I didn't have to mess with it.
So in conclusion make sure you back up all your information to iCloud, erase all contents and settings on your device, set up device through cellular network not wifi or itunes, set up as a new device and not through a back up via iCloud/iTunes, sign into iCloud with your Apple Id/Password, redownload apps, and last but not least HAVE FUN BECAUSE NOW YOUR APPS WORK!
Disclaimer: I am very confident that this is the way to fix the problem but to each their own and I do not take responsibility for the loss of anybodies data. I am just letting you know what worked for me and my husband. It might be different for you. All I know is that out of every other suggestion I've heard of and read on the internet this is the only one that has been successful!