Having tested the it on RUT9_R_00.07.02.6 firmware, I had no issues with the cellular command.
Thus, I would like to ask, which firmware version your device has running?
Is the cellular command tied to the correct SIM card (You can set the SIM in the cellular rule settings)?
Could you check the log entries by connecting to the router via CLI or SSH and executing the command logread -f, then send the SMS command to see what happens, when the router receives it?
Also, including either apn= or auto_apn= commands is not necessary in the message body.