While I agree, if I had such a feature I'd keep my phone at my hip as I do currently unless it was critically low on charge (so it doesn't act as an extra drain and because my last phone ended up with a swollen battery because it overheated while I left it on a WCP while sleeping), or integrate it with my body entirely (you can't steal my phone! I am my phone!
On that note, it was implied that Momo's old body had built in Wi-Fi, as she downloaded a patch wirelessly, so I'd bet that most non-military AI have a SIM card and an antenna built in, or tether to a box that's little more than a beefy power supply, a Mobile Data antenna, a Wi-Fi antenna, and a slot for a SIM card.