Some further information that I've just worked out.
The 2 MX's are directly connected for HA. Their INTERNET 1 port is connected to an internal network switch. I have no downstream switch currently so I'm directly plugging into another port on the MX with my laptop.
So with it all hooked up, 1 MX shows as the Master, the other is the PASSIVE. I then disconnected INTERNET 1 from the master. It causes the PASSIVE mx to become the master and on the primary MX it activates the Cellular. As you can see here.
What I'm finding is that no matter which MX I plug my laptop in, it works as expected. This is even the case when both INTERNET 1 connections are up. I think I'll have to hook in a downstream switch and then test to see where the traffic is going. Even though the Cellular comes up on the primary MX, downstream traffic may go via the newly promoted primary MX.
I'll report back.