In theory, at least from my prior knowledge, neither of the devices should establish data connection, when operating in full modem control modem. However, I have just set up TRB245, running TRB2_R_00.07.04 (I do not have access to NB or M1 networks to test) and TRB142 with TRB1_R_00.07.04.1 and both devices did establish data connection.
I will consult about this, however, when in full modem modem control mode, no firmware services controlling modem functionality should work and all control, including data connection, should be carried out by the user.
Best regards,