The modem connects to whichever network (ergo its towers) you have service with, same as any mobile phone. In the U.S., all mobile providers have to comply with CALEA for calls over PSTN.
Other nations will have their respective legal requirements, too.
The FAQ states:
Does Purism comply with CALEA requirements?
No, because CALEA applies to US based telecommunications providers, not to Purism. If the user of a Librem 5 phone uses a carrier in the US with a traditional “phone number”, that carrier must comply with CALEA for phone calls, as the phone call is sent over the carrier’s connection. Pure Matrix-to-Matrix calls are outside of CALEA requirements (Matrix nor Purism are telecommunications service providers). If the call touches the PSTN is becomes the carrier’s responsibility to adhere to CALEA. Matrix is an encrypted VoIP/messaging protocol not a telco.
So in the U.S. at least, calls over Matrix connections are exempt.
Maybe the FAQ entry could be stated more clearly, though.