USB modems exist and work on Linux[0]. The Steam Deck is a Linux computer with a USB port. You could be living this reality today.
[0] https://www.thinkpenguin.com/gnu-linux/usb-4g-lte-advanced-m...
[0] https://www.thinkpenguin.com/gnu-linux/usb-4g-lte-advanced-m...
Also i dont think routing audio is problem, the dongle could represent itself as external audio device, like those external usb dac.