Many Thinkpads have LTE modems from the factory, with a SIM tray on the side. It is not even just a Thinkpad thing, many manufacturers of enterprise laptops ship plenty of devices with SIM card slots. I've had HPs and Dells come with GSM modems since 3G was a shiny new thing. It is not that its ugly, it is probably not something most consumers have demanded, so they haven't bothered including. Or, the OEMs use it as a differentiator from their consumer tier devices to their enterprise devices.
Because a tiny portion of people would use it. Who wants to pay an extra monthly cost on their machine? The only people who would really do this are ones where it is covered by work.
Do you mean the monthly cost of the data? I would totally do this, it's a few dollars to add on to my verizon plan, and something I already pay for for my hotspot.
I've also helped set up a 3rd and 4th-gen X1 Carbon with an LTE card for a friend.
I know Dell also offers LTE antennas in some of their higher-end Latitude laptops.