Mobile network data was set.
After lots of troubleshooting, it turns out to be a CyanogenMod nightlie issue. I'm not sure I get it because it just stopped. I also flashed back two nightlies when I knew it was working and it didn't work. I just went back to the last "Experimental" ("semi-stable") build. Now it works again. I'll just avoid those nightlies for a while! Have to use SuperSU for now. No biggie.