Why didn’t my iPhone 11 come with a SIM card?

Because you need to subscribe to a cellular traffic plan choosing among preferred (or most convenient) cellular carriers.

Contact them, sign an agreement, and they will give you the appropriate SIM card and/or eSIM.

Regards

Giulio

If you have not bought it from a carrier with a subscription, you have to get a subscription from a carrier in order to get a sim card.

I recently upgraded my iPhone from a XR to a 13, and I just used the sim card+mobile data subscription I had so I Used my old sim card