Does that make it difficult to make a cellular modem or just expensive? Those are two different things.

I'm assuming that they were asking why it's so difficult that so few vendors do it and why it's taking Apple so long.

For example, Intel had trouble competing with Qualcomm's modems - they were always a generation or two behind. Apple bought Intel's modem business around 3.5 years ago and it looks like it'll take 5 years for them to come out with their first Apple-modem phone - and Apple wasn't starting from scratch. Apple was starting with a billion dollar purchase of Intel's modem business including all that IP, 2,200 Intel modem employees, 17,000 wireless patents, etc.

It's gotten to the point that Qualcomm is basically the only game in town for high-end smartphones. Even Samsung who has their own modems went with Qualcomm worldwide for the Galaxy S23 - which they hadn't done for previous models.

If it were just a matter of paying money, Apple and Intel would have created a competitive chip quickly.

It's worse than that. Often the specification isn't complete. You need to pass the conformance and interoperability tests. The chipset needs to support older standards as well and pass those tests. I suspect they'll find a number of "quirks" in various equipment, that will need to be worked around and then retested. It's a long process.