Do you have IESM card with Ethernet port on the modem?
If yes, remove the face plate and see if your problem is fixed. Face plate may interfere with sliding switch and cause it not to close properly.
AT+WSHS will show you status of the switch.
You can also try to disable SIMDETECT feature at+wfm command. You will lose ability to hot swap SIMs, but software will ignore state of the switch.
Anyway, mechanical sliding switch is most likely reason for your problems.
Rudolf