To get full tethering across all apps (assuming you are rooted), you additionally need Xposed module installed and install Hack connectivity service tool (but it is normally included n the same package with android reverse tethering tool).
This module forces the Connectivity manager to return Wi-Fi networking info as active.
For detailed usage instructions please refer to this thread: Android Reverse tethering tool for Windows users (Troubleshooting (FAQ)
But one important thing to note is: For Android 4.3 and upper : You must connect your phone/tablet to a working Wi-Fi or 3g once after each boot before using reverse tethering
An alternative tool (if Hack connectivity service module is not working) is Fake Wi-Fi Connection module. Sometimes some applications won't work when no Wi-Fi is detected so it simulates an active Wi-Fi connection in order for apps to get internet. It uses the same concept as the above tool.