If you see the status message: The device can't execute the modem command in the current state! when trying to save changes to the cellular parameters -- this is not unexpected.

When certain 3G modems are in session with the cellular carrier, they may not be able to process configuration changes at that moment. The new values will be sent to the modem at the next opportunity (e.g. when the 3G modem disconnects from the carrier network).

To avoid this status message, remove the "Always on" flag from the cellular connection and apply this change before making other changes to the cellular parameters. Then enable "Always on" again.