Cellular Data Switching is when your device switches from one data connection to another, depending on coverage and availability.
While this is fine if you're using multiple local data packages, it's NOT okay if you're traveling outside of your regular coverage area. You don't want to give your device permission to connect to data that will result in expensive roaming fees.
When using aloSIM, it's best to select your aloSIM data plan and leave "Allow Cellular Data Switching" OFF. This means your phone will only be allowed to use data from aloSIM, and not switch between data connections.