My 2016 BMW 118d has a navigation system and a built-in SIM card. It is used in multiple instances (the listed ones): locating/locking/unlocking your car remotely (all optional), start an emergency call, updating the firmware and talking to a messaging server
I think what we're seeing here with you & @hocuspocus is: no one knows for sure what happens. We can make educated guesses.
If you were sitting on PII location data and no one knew you had it, you'd probably want to keep it that way. Going public would certainly get the authorities after you.