Sure, most have USB-only connections and some have actual PCIe connections (I suppose). And then there's the fragmentation at the software/AT command level.
Still, Tesla could have spent the software effort required to make it work with a few of the most common 3G/4G/(5G) modules from reputable manufacturers.
I have an Thinkpad T430s, that came with mPCIe 3G modem; for LTE, it was possible to find a replacement, but for 5G, I don't expect there will be any (any whitelists in firmware aside).
Or similarly, I have an openwrt router with mPCIe 802.11-ac wifi (Turris Omnia). It is not possible to replace them with -ax adapters, they all have m.2 interface.
With cars and other long-used goods I would expect the same problems.