I am having the same issue with an iPhone XS on 14.0.1. I lose all cellular signal (0 bars . . . . . ) when there is no WiFi. If I am connected to WiFi my cellular service/strength is normal. I have to soft reset the phone and then will have service for a short period of time, then back to no service and a soft reset.
my wife’s iPhone 11 Pro max updated to 14.0.1 and is not having the same issues.