All I know is that some don't. I don't know brands or if there are even common modems that are filtering for this.
If you don't have a Faraday cage and cell site equipment, you're going to have a hard time verifying any of this. The modem is closed source, the SIM card is closed source, and various firmware blobs to make phones work are all closed source. I believe Qualcomm has debug interfaces on some chipsets, which might catch these messages, but verifying that they catch all use cases is impossible unless you have knowledge of the actual mechanism used (or usable) to activate the modem.
This is one of the reasons I'm hoping for the open source phone community to succeed. So far, the modem stack is usually proprietary (with hardware kill switches in the most paranoid phones), but it only takes a small group of Linux enthusiasts to actually catch the phone network in the act.
Of course, the trouble is that you'll need to be the target of government surveillance to be even at risk of any of this. If you're not a criminal or a human rights activist, the government is probably not pointing its secret spying equipment at you, and whatever criminal enterprise hacked its way into the carrier network won't either. If you are being tracked by either of those, I think developing open source modem firmware is probably the least of your concerns.
I honestly wouldn't be surprised if the standard was written to make this kind of surveillance possible and that any modem refusing to cooperate would be spec incompliant. You can read most of the 3GPP spec for free on sites like https://portal.3gpp.org/ but I don't have the time or interest to dig through the unreadable stream of abbreviations and industry terms to find out.
It's all rather pointless anyway when 5G and to an extend 4G can geolocate you about as well as GPS can, barring reflections and such.