Residential rotating proxy providers charge very high rates for data, on the order of $1 - $10 per GB. (These providers often do run their proxies through the cellular network, actually.)
The end user typically has their device compromised by using free apps where the developers were bribed $$$ to add the proxy "SDK". The botnet operator then rents out the bandwidth at exorbitant rates to anyone who will pay for it.
Chrome extensions are also a huge source of this, they look for extensions with a large install base and then make an offer to buy it to turn all the users into proxies.
Sounds like they are running a web scarping business -- so maybe? Using a cellular connection would be one way to help not get immediately capcha-ed by every site using cloudflare.