The 4000s have the modems, too, actually. They've just been disabled.
ReplayPatrick posted a while back that the 4000 and 4500 hardware was identical, that the 4000s would be getting the same software as the 4500 at some point, and that the differences were the subscription model and one unannounced feature. The smart money is that the unannounced feature was enabling the modem -- nobody's picked anything else out in the manual and FAQ so far, at least.
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