You'll need to have a connection once when you provision the eSIM. There may be some way in the spec for the device to use the network itself for that connectio

You'll need to have a connection once when you provision the eSIM. There may be some way in the spec for the device to use the network itself for that connection, similarly to how you can make emergency calls without a SIM card. But even if you don't have a connection now and try to provision it, I'd assume the phone would just cache the SM-DP code for later provisioning in the background when a connection is available. Privacy-wise, there is no difference. It gives the carriers more opportunities to be assholes and justify some new hostile requirements due to the switch to eSIM, but once an eSIM is provisioned it behaves just like a physical SIM.