Here's the deal. Your Gear S has three option for Mobile Data.
Auto (default)
Always on
Always off
Auto turns off the mobile data and will turn on when not connected to device. In this mode when you are connected to the device it turns off the mobile data and all calls made to the Gear number will be forwarded to voice mail. You will not receive any text until the mobile data is activated when you are disconnected from your device.
Always on you will receive calls and text from both your Gear S and device number even if connected to the device. This will consume more battery as the radios are always on.
Always off speaks for itself.
Page 75 of the manual
Customise settings to control networks. On the Settings screen, tap Connections → Mobile networks.
•Use mobile networks:
-Auto on/off: Set the Gear to automatically connect to or disconnect from the mobile network depending on the Gear’s connection to the mobile device via Bluetooth.
•When the Gear is connected to the mobile device via Bluetooth, the Gear’s mobile network is turned off to save battery power. Then, you cannot receive messages and calls made to the Gear’s phone number.
•The Gear’s mobile network is automatically turned on after a moment when no Bluetooth connection is detected. Then, you can receive messages and calls made to the Gear’s phone number.
–Always on: Set the Gear to connect to the mobile network. With this option enabled, you can receive incoming calls and messages to the Gear and mobile devices’ phone numbers. This option increases battery consumption.
–Always off: Set the Gear not to connect to the mobile network. When this option is enabled, you cannot receive incoming calls and messages to the Gear’s phone number. If the Gear is connected to the mobile device via Bluetooth, you can receive incoming calls or notifications from the mobile device.
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