No, it's not your choice. You share the network with other customers. The reason they don't allow large downloads is because everyone would constantly be downloading huge files and it'd bring the network to a crawl. You don't own the data network; everyone does.
ESPECIALLY in situations like this. Just a dozen or so people deciding to download a 1.5GB file from the same tower at the same time will bring things to a crawl for everyone.
You can still download huge files on cellular if you want, but companies like Apple won't make it easy to do so in situations where tens of thousands of people might decide to do it simultaneously (like right now)