I can confirm this. I work at an e-waste recycling company, and the vast majority of my inventory is corporate IT decommissioned gear. About 1 out of 10 laptops I tear down has a cellular modem, going back to about Intel Core 5th gen.
I've had laptops with cellular modems built in going back to Pentium IIIs. The Compaq N600c had a "multiport" bay on the lid, one of the options was a GSM modem.
I've never had a modern laptop with a cellular modem, but every one I've owned has supported them internally. Even when they aren't provisioned with them, they're usually still supported as aftermarket options.