Not sure if it helps anyone as I have had lots of issues getting the apple apps to connect on iPhone 11 Pro Max on 14.0.1, I just updated to the 14.2 public beta and its working for me now.

Got the same issue, iPhone 11 Pro Max on 14.0.1, many of the apps (mainly Apple apps) such as stocks, weather, app store are not connecting when on WiFi but work when on LTE. Have tried all of the following; Reboot Reset Network Settings Forget/Rejoin WiFi Network Changing DNS Disabled WiFi Private Address Disabled WiFi Assist Disabled WiFi Calling iPad Air on same WiFi on 14.0.1 has no issue, so it is not the network itself. Frustrating! Help Please!