I have an iPhone 5S that I upgraded to iOS 11 and now it will no longer connect to data when I have Wi-Fi and Bluetooth turned off.
My Carrier is T-Mobile and I have Wi-Fi Calling enabled.
Disable Wi-Fi Calling. When you disable Wi-Fi and have Wi-Fi Calling enabled it wont connect to cellular data. Not sure if this is related to how T-Mobile Wi-Fi Calling is, or if it is an iOS issue.