There was some kind of network outage this morning, my phone lost all data for about 5km in the city (but still had voice).
Apple's Maps app did not read any instructions out through that period. Holding the button on the earphones caused it to say "Siri not available, connect to the internet". When I rode into an area where the towers were working, it started reading turn by turn instructions again.
So, clearly, it does need data for turn by turn even when it has already calculated the route. I was hoping it would only need data when it needs to re-calculate the route.
If you need turn by turn to work outside the city then it's still necessary to install a third party app on an iPhone/iPad.