Tethering to an iPhone is so easy though - just select it in the Wifi menu. I'm not sure if I'd ever pay for an LTE modem option. I'm sure it would be better efficiency and performance to have it built-in, but I wouldn't think many people care enough about that small difference to offer it as an option.
It's not about efficiency or performance, it's about not having to own the iPhone in the first place. Just put a SIM card inside the laptop and forget about it. Windows laptops can even seamlessly switch between wifi and LTE depending on which one is available. But of course Apple would never allow that because they want to force you to own the full set of Apple devices. Laptop being self-sufficient would be against their policy.
Not to mention that in the US the cell phone carriers artificially limit tethering speed or put data caps on it when you tether from your phone. You have to buy a dedicated data-only plan and modem.
I use the tethering quite often. I have for years. It is flaky and burns two batteries instead of one. I agree that many people do not care. Some of us who are traveling a lot are willing to pay for more options.