For T-Mobile this could be the cause, but it seemed unlikely to me that new device manufactures would have to find out which providers in which countries needed certification and then go through all those certification processes.
So I dug a little further and found that for my mobile data provider (KPN NL) it is related to IPv4 support rather than device certification. It can be fixed by altering the APN used for hotspots. Or, possibly, by adding IPv6 support on the R1.
See this post for more details.