After update to iOS 9, for many of the apps in my iPhone 6, the "cellular data" selection is locked in "Settings/Cellular/Use Cellular Data For" or in the corresponding "Settings/[App Name]" entry. The toggle can be flipped but the new value is not stored when exiting Settings. If the value reverts to off, the app can't access the cellular data network. The apps with the value reverting to on, can. Cellular Data and Data Roaming are on. All apps have the most recent updates.
I've tried toggling "Airplane Mode," "Cellular Data", turning off the iPhone, resetting "All Settings," loading a previous back-up, and restoring the phone. Nothing seems to work.