I had the same problem, after updating my iPhone 4S to IOS 9.2.1 i could only receive calls when connected to 3G signal.
After looking at all my settings, it turns out that the new update changed my "Do Not Disturb" settings to only receive calls from those in my contacts favorite list.
the way to sort this out is to: Go to Settings - Do Not Disturb - Allow Calls From. Check to make sure its set to Everyone. having done this, my phone know receives calls from everyone, regardless of internet connection.
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