Because it goes to the pangu site and updates to the latest semi jailbreak methodYou downloaded it from the link I gave you above for the 9.1 version? The one that says "for iOS 9.0 - 9.1"
Why dont you just let it do the update?
ok, Go to en.9.pangu.io and download Pangu 1.3.2. I guarantee you it wont ask to download updates in the first place like 1.3.0 and 1.3.1 did. I had the same problem as you did and when i started 1.3.2 ..it works like a charm. let me know.