My new Thinkpad has a Quectel EM05-G modem. For some reason it refused to connect, even though it showed up in Gnome settings on Ubuntu 22.10. I checked with mmcli -m 0 and it said sim missing as its state.

After some Googling it appeared the modem ships in some kind of a locked state, so it only works in Windows. I checked with "mbimcli":

$ sudo apt install libmbim-utils
$ sudo mbimcli -p -d /dev/cdc-wdm0 --quectel-query-radio-state
[/dev/cdc-wdm0] Radio state retrieved: 'fcc-locked'

It was easy to unlock:

$ sudo mbimcli -p -d /dev/cdc-wdm0 --quectel-set-radio-state=on
[/dev/cdc-wdm0] Successfully requested to enable radio
$ sudo mbimcli -p -d /dev/cdc-wdm0 --quectel-query-radio-state
[/dev/cdc-wdm0] Radio state retrieved: 'on'

After this, Gnome was able to enable the mobile broadband connection without problem.