Pretty much what Sitlet said. Its also because your IP address is based on what the base station the phone is connected to, gives your phone. Proper NAS requires forwarding ports, and you obviously can't do that because the ports are blocked at the base station which is controlled by your network provider.
Some services have the possibility to not work. And you won't be able to host matches. But you shouldn't be hosting from a cell phone internet connection anyway.
You shouldn't have to many problems with lag though. I played a 40 person zombies match on CounterStrike Source on my phone's 3G connection which was at 2 bars at 500 Kb/s. My ping was somewhere around 150 m/s, which isn't bad considering my connection was less than optimal for playing games.