You can't use the Mac app to inspect any requests that go over the cellular connection.
Using the Mac app also requires being able to connect to your Mac from your iPhone (in order to use it as a proxy), which is not doable on many setups. For example, at work we use a different wifi network for mobile devices than we do for laptops.
Using the Mac app also requires being able to connect to your Mac from your iPhone (in order to use it as a proxy), which is not doable on many setups. For example, at work we use a different wifi network for mobile devices than we do for laptops.