Luna Controller Question: Is it necessary or not?

I've been using a Bluetooth game controller (Xbox, PS, 8Bitdo, etc.) and found it frustrating that my phone needed to stay connected to play games. I decided to purchase a Luna controller to solve this issue, but I'm having trouble connecting it using the Luna button. Currently, I can only connect via Bluetooth like my other controllers. Could someone help me set up the Luna controller properly for cloud gaming? I'd love to know if I'm missing something in the setup process.