These devices are a weird composite USB thing, doing mass storage as well as serial ports; there's a tool called usbswitcher which tells it to change from one mode to the other.
I think the theory is that it means Huawei could ship the devices with the drivers and apps on it rather than having a separate CDROM. In practise, everyone needs the CDROM anyway to get started, unless you're using a very recent linux kernel which supports them!