What IOS are you running?
Ref Cisco: "Starting from Cisco IOS Release 15.5(3)M1, manual Public Land Mobile Network (PLMN) is supported on Cisco 8xx routers and EHWICs"
Might not work if using M, you need to use M1+
Tested OK with c800-universalk9-mz.SPA.155-3.M2.bin