This is not problem with rom or phone i think so. It may be due to d service provider. I have used data connectivity using many n/ws Docomo, Vodafone, Bsnl, Airtel. In docomo i hv faced the same issue u have stated and even with bsnl sometimes(very few times) i have to reboot to fix, but with vodafone and airtel i faced no issues like this and i am able to turn data on and off at anytime without rebooting d phone!