Blynk needs three things connected via a common network to fully function… The App, The Server and The Device(s).
App <-- network / internet --> Server <-- network /internet --> Device(s)
The key here is common network… so, while your RPi is running a Blynk Server, the Server has no control over the network, it just uses whatever network the RPi is connected to… in this case your router.
So, if you want to have your phone (App) to connect to your Local Server, you need to do one of two things…
A) (prefered option) Setup port forwarding on your router so it will accept your phone connection via your 4G connection over the internet. Use a NoIP DNS type service to get a name instead of needing your router’s public IP in your App settings and then your phone should connect seamlessly from anywhere.
B) Or use your phone’s WiFi to connect to your router using your RPi’s local IP address in your App settings. Of course that option ONLY works when you are at home, in range of the router.
But basically YES you NEED your router to handle all the networking…
Or you can go down the other advanced rabbit hole called “Setting up your RPi as BOTH a Local Server and an Access point”. Then connect your phone (only via WiFi) and your Devices directly to your RPi. Of course, you will need to set them up with whatever unique address your RPi’s AP provides. NOTE: in this case, the phone and devices have NO connection to the internet (that may be also possible, but that is yet another ferret hole 
).