Почему сокет UDP работал бы хорошо на Wi-Fi, но не в сети ячейки?

Cellular network providers do some strange things with their traffic shaping policies. I'm willing to wager that they're dropping UDP. I know that some networks, and providers have a transparent proxy between your handset and the network that do some "naughty" rewriting things to packets. Sometimes they rewrite packets and spoof the TCP handshake so that things appear to load quicker.

In this case, I'll bet that they're dropping that traffic silently. There's probably bugger all you can do about it. When I'm writing android apps, I go out of my way to make sure that all connectivity back to a host is over HTTP in the form of a RESTful API, so that it looks, to most intents and purposes like a normal web connection.