Yes, we have exactly that function on a HSDPA module too. It took a while to manage to get a Linux driver that could reconfigure the modem from being a memory containing the Windows drivers into being a serial port accepting AT commands. We got VIP treatment because of volumes and partnership with big telcos. For some modules, it can be very, very hard to get the required information unless you are big enough to interest the manufacturer or one of their bigger distributors.

Because of this, projects should start by a proof-of-concept before settling for the final solution.

With the introduction of USB interfaces, the modules are quickly walking further and further away from the old Hayes modem standard. The manufacturers are taking advantage of the capabilities possible with USB, but that means that you can never take anything for granted. You have to be sceptical until it has been proven that something works.