This is likely because your signal is weak, or the speeds you are getting on mobile data are simply not good enough. If it helps, FYI the game doesn't need to be connected during the actual gameplay of the fights, only at the start and the end, and when launching the game. So those are the moments it's really best to have Wi-Fi.
Do you have the issue with mobile data no matter where you are, or is it only in some geographical locations?