It could e that your carrier/service provider for your phone blocks this option. Or if you have used it often/a lot that they are restricting your access. Many cell carriers/service providers have these kinds of limitations. Usually to keep people from using a lot of data through them, for say gaming or streaming movies, etc., on a computer, which uses a lot more than doing the same on say a phone or tablet.
I would check with your carrier/service provider on their limitations. It should be listed on their website.