Earlier quoted context omitted.
Are you sure the setting wasn't backed up? I've never had this issue and done many upgrades and fresh installs.
I had to show this setting to my fiancée who just got her first iPhone, a 5c, as a free upgrade when her feature phone kicked it, and since she isn't paying for a data plan... First we figured out how to disable cellular data, since the phone with the minimum data plan gets only 100MB of usage per month, it's definitely too much to ask that one should police their applications and "just not use data" -- I don't have…
I once had Spotify eat my entire data for the month in a few hours because wifi was spotty and it just went on to stream (in max quality) over 3G.
Another issue, especially in Europe, is international roaming. When you're near a border, your device may be roaming in the neighboring countries network because their signal is stronger, so you really have to catch the "welcome to foo network" sms and turn off data roaming (or pay for an "EU Day Pack").