OK - this is what I’ve found so far:
Using the Vodafone-UK network, GSM registration (+CREG: 1) does not give NITZ - in fact, I’ve never seen a +WIND: 15 wile using GSM only.
The first GPRS registration after startup (+CGREG: 1) does give a +WIND: 15
If the unit loses and then regains GPRS registration without a restart, it does not get a +WIND: 15.