There are a few potential reasons for this.
Were you watching an On Demand program?
Due to restrictions by content providers, some On Demand programs can only be viewed when you’re connected to your Rogers home network.
Were you watching a Cloud PVR recording?
You can only watch a Cloud PVR recording after it has finished recording. If the recording is still in progress, you’ll have to wait until it is complete to watch it on the go.
Were you watching live TV?
Due to restrictions by content providers, some live TV channels can only be viewed when you’re connected to your home network.