You may have heard about a feature called Wi-Fi Assist in iOS 9, perhaps from friends reading panicky Huffington Post stories about how it’s going to eat up your cellular data and how you need to turn it off right now. Part of this is Apple’s problem — they enabled it by default and documented it poorly.
Dan Moren of Six Colors noticed that there’s now a much better explanation of how it works on Apple’s support site. More specifically, he highlights where it doesn’t work:
Wi-Fi Assist will not automatically switch to cellular if you’re data roaming.
Wi-Fi Assist only works when you have apps running in the foreground and doesn’t activate with background downloading of content.
Wi-Fi Assist doesn’t activate with some third-party apps that stream audio or video, or download attachments, like an email app, as they might use large amounts of data.
These exceptions are perfectly reasonable. In my months with iOS 9, I’ve never exceeded my 1 GB monthly data cap, and I’ve had WiFi assist turned on since it appeared in one of the betas. If your data plan is very tight, it may be something to turn off; if you have a pretty standard plan, though, I’d leave it on.