Recently, I was streaming some video. Since during playback the status bar disappears (which is absolutely good), I did not notice that my wifi router had lost connection. My phone flipped over to LTE and continued streaming happily. I only noticed when I had to pause the playback, and saw my phone was no longer connected to my network. Needless to say I burned through a large portion of my monthly data that night I feel like an option to disallow playback on cellular data would definitely make sense, or if I could at least be alerted with a pop-up that says "Switching to Cellular Data Playback".
And if this option is there and I have totally overlooked it, I and my data plan would love to know where it is