Accidental Tech Podcast has a good discussion about this. I think this would be a very useful feature. It’s great that I can tether my iPhone, but that has so many drawbacks compared with built-in support. And, presumably, a Mac could have the space and power for a better antenna, offering better reception.
There are a number of ways that Mac OS X could be made more friendly to cellular connections. In my view, this process should have been started years ago, even though there were/are no cellular Macs. The same issues apply to tethering, probably moreso, so the lack of cellular Macs is no excuse. (Apparently, recent versions of Apple Mail are getting better in this regard, after regressing.)
Adding a cellular Mac would encourage both Apple and developers to make their software work better with cellular connections, which would also benefit tetherers and (potentially) those with slower non-cellular connections.
Update (2016-03-19): Geoff Hackworth:
I may be wrong, but I think 3G/4G patent licensing is percentage of product price, so too costly for laptops.
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