There is no problem if PIN security is set to "off", but I figure out...

There is no problem if you use one SIM for "data" (e.g. SIM 1, that it is "/usr/ofono...ril_0") and you toggle the other one (SIM 2, "usr/...ril_1") off/on.

But if you switch off the SIM on which "cellular data" is "on", the phone automatically switches "cellular data" to the other SIM and this remains even also restoring "on" the previous SIM: you have to manually reset it in the "settings".

Be careful!
This happens even if "cellular data" is turned off before taking action. "Cellular data" will be active on the other sim anyway!