Intelligent Wifi will not allow the S23 Ultra to use the mobile data connection while wifi is connected. Does Samsung forget that there are devices out there that use a direct wifi connection to the phone to operate and people would still need to access the internet while connected to those devices. Only an issue with the Android 16 update, did not have this issue prior to the Android 16 update.
I'm glad that it worked out for you. Please don't feel dumb. Samsung should have done a much better job with the interface here and it's not obvious that there even is a solution to this issue.
