Ok. Now I understand what you are asking about. You want the hand off between Wi-Fi and cellular to be seamless. Go into settings > cellular + SIM and ensure that "for limited Wi-Fi connectivity" is set to "use cellular data." I'm not sure if that will work though. I agree with Blacklac none of my previous phones ever did a network hand off seamlessly, I always had to close and reopen the app; that includes the two Black Berries, three Android (all Samsung), and two WP (928 and Icon).
I apologize for seeming snarky in my previous response. I thought you were complaining that you were using cellular data when not inside a Wi-Fi network.