Fix setup of Huawei LTE for which we can't get a MAC address (#29455)

Closes #29188

homeassistant/components/huawei_lte/__init__.py

@@ -148,7 +148,7 @@ def device_name(self) -> str:
     @property
     def device_connections(self) -> Set[Tuple[str, str]]:
         """Get router connections for device registry."""
-        return {(dr.CONNECTION_NETWORK_MAC, self.mac)}
+        return {(dr.CONNECTION_NETWORK_MAC, self.mac)} if self.mac else set()
 
     def update(self) -> None:
         """Update router data."""