They've been trying to do this since acquiring Intel's modem team several years ago. That team never produced a working 5G modem, however, and the project appears to have stalled multiple times. Will Apple eventually get a 5G modem working? Sure, but it won't be equivalent to the modems that Qualcomm makes - which lead the industry in both capability (5G Advanced / 3GPP release 17, SA and NSA services, etc.) and power efficiency. If anything, Apple makes one that's relatively cheap and "good enough" for the low-end iPhone SE. It will not compare to the performance of a Qualcomm 5G modem in any way, however.
On that last note, the iPhone X featured modems that were dual-sourced from Qualcomm (Verizon and Sprint models) and Intel (AT&T and T-Mobile models). The Qualcomm modem outperformed the Intel part so dramatically that Apple artificially limited the Qualcomm modem's LTE performance so that it was equivalent to the Intel part. They intentionally gimped a world-class part because they wanted to source from both modem providers. Who cares about your customers' experience when you can save a buck, right? Tim Cook's way of thinking, at least... Hasn't changed.