Supporting this on the motherboard would require a design for extra antennas and something that can be maintained (both hardware and software/firmware) to accommodate differente providers - at much greater cost and complexity than tethering an LTE modem or to a USB/Wifi hotspot. It would also take up space and resources otherwise useful for other much more common uses.
Supporting this as a module, well, takes up one module slot and will still require external antennas.
On second thought, it would make more sense to use the secondary m.2 slot for a WWLAN card (still needing more design to accommodate antennas), but you can’t - see:
I don’t see any practical scenario where having a portable router or Wifi hotspot on your phone, specially now with Wifi 6E/7 available is not the best way to go (which doesn’t mean there isn’t!). If you need such a setup for more than a few hours, it’s not something I expect the laptop battery to cover for.