As always, Apple has designed for the happy flow, and nothing else. Mac apps have never opened instantly, this is nothing new.
It’s too bad that the art of building lightweight applications is becoming a lost art.
I can't believe in all these years they haven't implemented a dual setup where they connect the wifi and do some kind of test connection or request to confirm it's a stable signal before entirely switching away from cellular data.
Maybe you’ve turned off WiFi Assist? It’s an option to allow mobile data to supplement WiFi.
If it's enabled, it tries as hard as can be to 'assist', even if the Wifi is bad, and it should have given up a long time ago.