When you plug in an LTE modem, as part of the attach process to the LTE network, it sets up a default EPS bearer to carry signalling traffic. This default bearer is an IP connection with a Traffic Flow Template suitable for signalling traffic. The specification also allows, that the network can change the TFT of the default EPS bearer so that it can carry data (TS 24.301 6.4.1.1, last sentence).
So, if the network does set up the default EPS bearer to carry data (and does not create a dedicated EPS bearer), my tests show that Windows won't allow you to browse on the internet until you have set up a connection in the traditional way, eg called the Mobile Broadband API Connect function in Win 7.
Here is the question: what does Windows still have to do to allow internet browsing, given that an IP connection with suitable quality of service is already open?
Many thanks in advance for help.
I asked a question on SuperUser on how to interpret the Ping results for this modem, and the answer to this question is also contained there: https://superuser.com/questions/512849/what-does-this-ping-answer-mean