This depends on where you look to buy. You might get that impression on eBay and AliExpress because all the offerings there are from unofficial sales channels. Start at https://www.sierrawireless.com/how-to-buy/ to locate official distributors.
As for your question: The OEM cards will work. The hardware is most likely the same, unless you are unlucky and end up with an engineering sample or a fake device. The OEM versions are just configured with other defaults in NVRAM, resulting in different device IDs and some laptop specific settings like MBIM and FCC authentication. None of this will be an issue wrt using the cards in Linux, since Linux support these cards when used in the laptops they are made for.
The main difference will be your access to support channels. The OEM cards are obviously meant to be supported by Dell or Lenovo, and not directly by Sierra Wireless. This means that Sierra Wireless will refer you to Dell or Lenovo for support, and they will probably want to know the serial number of your laptop before they let you open any support case. If you buy a module via official channels then you will get support there too