I have iOS 9.0.1 and I have Wi-Fi Assist. Go to your Settings and then Cellular. Scroll all the way to the bottom of that screen below all your apps and Wi-FI Assist should be there.
I saw a warning that you may want to disable Wi-Fi Assist on iOS 9.
I have iOS 9.0.1 and Wi-Fi Assist seems to be gone.
Have you noticed this?