Apple is currently developing their own cellular modem chips. The expectation is that once they have their own chips, they will use them in most of their products, including the laptops. They supposedly had a setback this year and the program is delayed by another year or so.
I think this will come when they have in house 5G chip, which they’re working on since they bought Intels department. They’re currently relying on Qulacom on the iPhone/iPad
It makes no sense that you can get a 12.9" iPad Pro Wi-Fi + Cellular but not a 13" MBA Wi-Fi + Cellular. Sure, battery life might take a bit of a hit but I like that compromise more than needing to fret about my phone's battery levels because of the extra drain from tethering.