Pretty sure this was the case since cellular debuted with the Series 3. Only aluminum models are GPS-only. You can choose to buy a cellular model but not activate it though.
It has been this way since cellular debuted with the Series 3. You don't have to activate a cellular plan of course if you get a watch that has it... and even if you don't activate a plan it will STILL WORK for 911 calls, so if you are without your iPhone and an emergency happens you can still make a call.