Yeah, it sure looks like they found that people were confused, but this is really not helping: for a non-technical person the button goes to the wrong settings page, i.e. mobile connection when the problem is that roaming is disabled. Everything looks right and „connected“, but that setting prevents the data (very intentionally).
Instead of popping up that dialogue in every app anew (!!), I could imagine a small red icon in the island that would help you find the right setting …