I'll admit it's an assumption I made. I initially bought the phone over the Christmas holiday while visiting family out of state. I had to switch carriers because when I got home, I learned that there is no T-Mobile service where I live; only very lousy 2G through a partner, and no data whatsoever. I otherwise had no problems with the T-Mobile-powered service during the vacation - it worked great where it worked. As for the Internet Sharing, I saw the option in the settings menu for a grand total of three minutes or so after first unpacking and powering on the phone. As soon as it OTA updated to Cyan, the option was completely erased from the settings menu, like it had never been there (same with a couple of other things, like "visual voicemail"). This was while I was still on the T-Mobile network. Since I later heard that carriers will often remove features they don't support from the OS completely, I reasoned that was what had happened.
When I switched to Cricket, they never pushed any kind of software update; so even if Cricket didn't support Internet Sharing, I don't think their network could have removed the feature from my phone if it had been there. I noticed the option restored when I tried out the Windows 10 preview, but when I tried to turn it on, I got an "unavailable" error message. I reasoned that was because T-Mobile's firmware still blocked the feature, although now I suppose that would be Cricket not allowing it (I've since rolled-back and re-upped just to Denim, which I really like, even if I do have to put up with the phone poking me to finish updating to the Preview every couple of hours).
Thank you for the replies however.