I can only think that if you reboot from one OS to another it isn't clearing the firmware. If you are switching from one OS to the other you may be better shutting down then restarting so the modem firmware is reset for each OS.
The firmware maybe you are using for Ubuntu may be a different version try copying the CnxEtU.sys one from the Windows install, running the cxacru program on it and use the extracted one in Ubuntu to make sure they are the same versions.
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