Using the default config, RouterOS adds a dynamic 0.0.0.0/0 route, when I connect an USB LTE device. However, it does not add the new LTE Interface to the WAN Interface List. This is necessary for clients to use the route (i.e. LTE) for internet access, as the default masquerade firewall nat rule matches on the WAN List.

From my perspective, RouterOS should add the LTE Interface to the WAN List by default, and make it an option in LTE APN like "Use Peer DNS", and "Add Default Route". What do you think?

Currently the interface list named "WAN" is only part of default config. But it doesn't have to exist at all, and if it does, it may not necessarily mean WAN (why would someone do that is another question, but it's possible). So either the list would have to be selectable, or it would have to be hardcoded to always exist. But it would need bigger plan, how much of such hardcoded stuff we want to have.

In IPsec a add-to-list option is hurting added, this would be similar, I guess

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As far as I know WAN and LAN interface lists are meant to be used by the Detect internet feature. Which is supposed to be interface type agnostic.