“manually installed” means that the package was explicitly installed by the user e.g. with apt install ... rather than implicitly installed by virtue of being a required dependency, directly or indirectly, of something that was explicitly installed by the user.
It got set that way when you manually installed it just now just to see what it would do.
If a package is currently installed but was only implicitly installed then explicitly installing it will cause the message: xxx set to manually installed
apt-mark showmanual modemmanager
to confirm that modemmanager is indeed now marked as manually installed then
apt-mark auto modemmanager
to reverse your recent action and make it again marked as automatically installed.