Thanks Aleksander. I checked build logs and indeed, configure log said:
modemmanager-1: no
I re-run networkmanager recipe and it switched to "yes". I don't know how this can happen.
There is no explicit "--with-modem-manager-1" in the networkmanager recipe (meta-openembedded layer), so most likely this information has been taken from ModemManager libraries. I do have my own overlay recipe for networkmanager that just makes one patch that edit dhclient.conf file for providing mac address for client identification. So, that recipe overlay just feeds one patch and does not touch to configuration at all.
Anyhow, now I re-built the image and it seems now working. Thank you for your help.