Re: Yes but...
Unless Apple have got some IP from somewhere, I would have expected their licencing costs to by a significant component of the total modem cost.
The only real reason for Apple designing their own would likely be power savings or some additional functionality (better vSIM's?) that reduced the chip size. But even then, the costs of validating your design with third parties would probably exceed any real benefit when compared to contracting an existing supplier to do it for you.