@Peter-Loyen as you rightly note, currently the best option is the external 4G/LTE modem (either the MG21 or third-party) connected to a WAN port if you want to use 4G/LTE in a SD-WAN solution (i.e. true SD-WAN wan with multiple tunnels and performance-based traffic steering).
The built-in cellular is coming - its noted in one of the early MX16 firmware release notes. I'm guessing it wasn't considered robust enough at the time to make it into the public beta version, but its still coming. This will allow you to effectively configure the cellular modem to be WAN2 (rather than just being for fail-over).
The USB dongles are never likely going to be able to be used in SD-WAN, only for fail-over (i.e. if your WAN1 and WAN2 are down it'll bring up a tunnel on the USB dongle).
From personal experience, yes using a MG21 rather than in-built cellular (e.g. MX67C) is slightly more expensive, but the flexibility that the MG21 gives you with regards to placement of the antenna (since its IP67 rated) is worth the extra cost to ensure you have the best signal. Often a MX67C stuck in a comms. cabinet somewhere in the bowels of a building doesn't work too well.