Why won’t my iPhone backup using cellular data?

Prior to the advent of and capacity of 5G cellular, Apple didn’t want to be jamming cellular networks with iOS and app updates, and with iCloud backups, and consuming what are often rather limited cellular data plans.

With the upcoming iOS 15 version and a 5G device, Apple will support backups over cellular.

iPhone 11 does not include 5G: Use 5G with your iPhone - Apple Support

Prior to iOS 15, or without a 5G device, or if you have a data cap, or in an area without 5G coverage, you will want to use Wi-Fi.

Because it doesn't.

You have to use wifi.