This only happens with your country, I don't remember being anywhere that required me to actually call some number to activate a SIM. Sometimes you have to load it via USSD but thats about it, and usually I did it when I purchased the SIM in a phone shop (since they never ask ID).
Anyway USSD is supported by the modem itself, you will have to SSH to the Mudi and use this thread as a reference: USSD for Mudi GL-E750 - #5 by Bpz1970
You need to put the modem in GSM mode first,
AT+CSCS="GSM"