Because it is probably part of the vehicle type approval, it would be a modification that needs to be authorized by whatever institution does that in your country.
Otherwise it is probably mostly equal to driving without registration. It may not be a felony, but it will be fined.
Given what I see driving around on US roads, there is epsilon-squared chance this would be found let alone fined here. (I’m also not nearly convinced that it’s even illegal in my state and likely not so in any of them, especially given that my car had a dealer service to remove the SIM card as a recall item.)
It definitely wouldn't be illegal to remove a vehicle's cell modem from your own car in the US. The US is very friendly to vehicle modifications compared to much of the world. At a federal level, pretty much the only thing you cannot do to your own vehicle is remove emission equipment. The US does not even have universal requirements for insurance or safety inspections. And even in the states that do have safety inspections, there are typically very few pieces of safety equipment that are required.
Theoretically illegal perhaps but I'd be very very surprised if this ever actually gets picked up by anyone even on an annual roadworthiness inspection. Maybe during some OEM servicing but then again maybe not.
Otherwise it is probably mostly equal to driving without registration. It may not be a felony, but it will be fined.