Do I have to have "mobile data on" to use the connection with USB?

[Asapha]

I don’t see an immediate solution for your issue.
I can only recommend to try again when this is implemented:

USB connection without tethering

Connect without having to enable USB tethering but instead use USB debugging. It would be more technical since a user would need to enable the developer settings, enable USB debugging and sometimes have to deal with driver issues.