Hi, I encounter the same issue. What work as well is to set up a new connexion. Then somehow the modem is unlocked, and it will work. However the new connexion won't be usable on next usb modem insertion because of the pin/lock issue. So now I have a log of unusable connexions each time I insert the card.
The pin is asked from the user, the device is unlocked (usable with gsmctl), but network-manager won't connect. It is possible to work around this by disabling the PIN code on the sim card, for instance with gsmctl, or a serial console with AT commands. Cheers, -- Clément (nodens)