When I open a world under cellular network (4G LTE), it is in single player mode. I cannot host the world and let my friends to join. It seems multi-player mode is only supported if the world is opened under WiFi network.
I am not sure if this is a design that multiplayer mode is only available under WiFi network. But after I open a world under WiFi network, then switch to cellular network, I can still invite my friends to join.
Besides, if I open a world in cellular network, trying to use PING API to query information of the current world, the data field of ID_UNCONNECTED_PING_OPEN_CONNECTIONS is empty. And as single/multi-player mode, if I open the world under WiFi network then switch to cellular network, the PING just works fine.
Linked issues
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Yes, the Use Cellular Data was already turned on.

Thank you for your report!
We're actually already tracking this issue at MCPE-44422, so I resolved and linked this ticket as a duplicate.
If you would like to add a vote and any extra information to the main ticket it would be appreciated.
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Have you tried turning on the Use Cellular Data in the "Profile" settings?