That doesn't sound normal..
In my experience with the Z series anyway, the cell only connection should come up on its own after a reboot after you've introducted the LAN connection the first time when configuring. I think that first configuration using LAN, then hooking up the Cell...sort of "training wheels" as it were. This is even suggested as best practice in the Meraki notes for many of the cell modem connections.
We run many devices cell only for the same reasons you do, and I always try and set them up using that training wheels method. Mostly it has been a success...however, newer modems have proved flaky, at least with our Verizon coverage. We have to resort to buying old versions of the USB modems from Amazon and such in a pinch.