Ever heard of GSM?
Discussion
I wonder how you would pull that off. How small is the smallest GSM and how would it know when to strike as GSM is quite detectable. If it blares out its presence on every power-up, that hardware would make the news in a week. So ... scaling is a problem with GSM, too.
I don't know how small GSM is today but I know that ten years ago the smallest widely available wifi module was around 100 times larger and 10 times costlier than today. So it migh become feasible in the future. There are other radio communication protocols as well.
You can definitely include a GSM chip for cheap, but now the device board actually looks visually different, which people can identify, even if admittedly relatively few would. Still, if you did this en-masse it’d likely be discovered before too long, whereas a malicious firmware likely would not.