Depending on the model year and the country, the connectivity is 'free' for some number of years. If you've moved away from the original marketing area, eventually, they may want to move the account to a local provider, otherwise, they'd be paying for roaming forever. Some of the functionality available is by subscription, so, when that account expires, to retain it, you'd have to start to pay. In my case, the basic functions are 'free' and I did not opt to pay for the optional extra functionality once it expired.
So, yes, the car does have an embedded SIM (not an actual card). Not sure if it's equivalent to an E-SIM, as it may not be reprogrammed, but the whole module would need to be replaced.