This is a company that spends millions and millions of dollars every year, shaving a fraction of a millimeter here and a fraction of an ounce there. The absolute last thing they want to do is add new hardware functionality that won't be used by the bulk of the market.
When you squit out 50 models of something per year (like Samsung phones), you can afford for some of them to be more niche products that won't get as wide adoption. When you have only two or three variations on a single product for that year (like Apple), you can't afford that.
Instead, you have to make sure that all the features you offer are either used or usable by the majority of the customers, or that adding those features allows you to add enough to the price that the small number of people who would buy that product for those features will give you a sufficiently high return on your investment that you will be able to at least maintain your profit margin.
There just aren't enough people in the market like you who are unwilling to tether and that fact alone is enough to push them to hardware being made by a different company.
I want the integrated SIM or e-SIM myself, but I'm willing to tether if the integrated option isn't available. So, I'm part of the market that Apple is addressing. In contrast, you're not willing to tether, and so you buy hardware from a different company, and therefore not part of the segment they are addressing.
Apple has repeatedly demonstrated that there are segments of the market that they're not willing to chase, and this is one of those situations.