Things started to get muddled recently when some T-Mobile users noticed that Private Relay wasn’t working.
“Your cellular plan doesn’t support iCloud Private Relay,” the message stated.
Finger Pointing
Initially, T-Mobile insisted it wasnt blocking Private Relay for most of its users.

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More specifically, T-Mobile noted that the problem was with iOS 15.2.
“We have shared this with Apple.
This is not specific to T-Mobile.

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Again though, we have not broadly blocked iCloud Private Relay.”
Whats Really Happening
As with most things in life, it comes down to location.
But the problem, essentially, is what works in one spot may not work in another.

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It was never T-Mobile’s fault that Private Relay wasn’t working.
But why did the error alert imply that it was?
“Private Relay is turned off for your cellular plan,” the new message states.
“Private Relay is either not supported by your cellular plan or has been turned off in Cellular options.