Default Keep cellular data active when connected to WiFi

So I can't seem to find anything that answers this anywhere.

I have some remembered WiFi networks which are open but require me to hit OK on the login page once I connect in order to use the internet. If my phone is in my pocket it will connect to these networks but not be able to access the internet until I go through the login procedure.

I notice though that my phone drops the cellular data connection as soon as it connects to the network giving me a large amount of time with no data at all. I have searched high and low for the setting that will keep cellular data permanently active but I cannot find it. When I look in settings I see:

Mobile data
Use my data plan when Wi-Fi isn't available.

If I tap that I see no option to change anything that would always keep the data connection alive. I see only the following

Data roaming
Data roaming sound
Access point names
Network mode
Network operators

In Power I have Power saver switched Off and Sleep mode switched Off.

Does anyone know how I can enable this?

Thanks