Since Android 8.1 (even 8.0 on Pixel phones), the OS has had a divisive prompt that warns you if you toggle mobile data on or off using the quick settings toggle. Personally, I find this useful, since I never turn data off intentionally. If I do, it's probably by mistake, so this extra step is a good way of mitigating against that risk.

Many users were less enthused (check the comments) when this prompt was introduced, as it made toggling data that little bit more difficult. If you do this often, I can see why it might be frustrating. There's good news for users in that camp, as the prompt seems to have disappeared in the latest Android P beta.

Left: Android 8.1.  Right: Android P DP3

If you have the fourth developer preview installed on your phone and you use the quick settings toggle to turn off mobile data, it will do exactly that with no questions asked. I would rather the prompt stayed put, but many of you will be pleased to see the back of it — it's just one of those, isn't it.

UPDATE: 2018/07/10 9:45am PDT BY

Different behavior for different people, unsurprisingly

As has been the case for a few things throughout the dev previews, this seems to be inconsistent. Some commenters are saying that they still get the prompt in DP4 the first time they toggle it, but then never again. At this point, who knows what the intended behavior is. We'll have to wait and see what the final beta and final version bring.