It's possible that it just doesn't work with our LTE. Not plugging, but the technical reality is that a telco-branded device would have gone through testing to ensure it works on that telco's network. All else is caveat emptor.
Users of Nokia Lumia 1520 can either install the latest update through the Push Notification or go to Settings -> Phone update -> Check for Update to manually download it. Then go to Settings -> Mobile + SIM to enable 4G.