Makes sense really...
Looking at the market now for portable computers, nearly every major player has built-in 3G/3.5G capability in some device they sell, and some have had one for some time (a year is a LONG time in tech-blurb).
The technology seems here to stay - next-gen-wise it's LTE vs 4G, and Apple may know something we don't about who is likely to come out tops (read an article somewhere about 4G likely to boss LTE in most of Apple's major markets), so again it makes sense to integrate.
Finally, and most importantly, user experience. I've used mobile broadband devices from three of the 5 major uk providers on my mac in the last 3 years, and i can safely say that the user experience sucks because it's not consistent.. Guess who would take grim offence to Mac users being put through such pains :)..
Go Jobsey Go Jobsey Go!
We can't stop the rhythm baby,
Go Jobsey Go Jobsey Go!
We can't stop the rhyyyythhhmm!