I'm pretty convinced that he learned to drive but never felt a car was necessary when he can teleport or take public transit.

I think the lack of a cell phone makes him more mysterious, and less easy to track. A teleporter with an active cell phone would look very strange in the carrier's records. I don't know the novel, but I assume the drama's version of the SID is much more technologically focused, and therefore might be assumed to look at cell phone records.

Besides, if SW had a cell phone, we wouldn't have the great video call about bears.