Is mobile data more reliable than the Wi-Fi at my luxury resort (e.g., Cap Juluca)?

Yes, for mobility and privacy. Most 5-star resorts (like Cap Juluca, Four Seasons, etc.) offer Wi-Fi, but it is often slow, shared with all guests, and only works in the lobby or room. A personal eSIM gives you a private, fast 4G/LTE connection that works everywhere, by the pool, on Maundays Bay or Shoal Bay East, and, most importantly, when you leave the resort to explore.