Just FYI,
I was flashing a code using deviceOS 6.2.2, where it specifically says system thread is enabled by default, therefore I didn't enabled it manually. When trying to establish connection to the cloud (after turning on cellular and checking Cellular.isOn() ), it showed the following error:
0000019797 [system] WARN: Failed to load session data from persistent storage
0000020695 [comm.dtls] ERROR: handshake failed -4d80
0000020695 [comm.dtls] ERROR: Invalid handshake state
0000020697 [comm.protocol.handshake] ERROR: Handshake failed: 17
0000025937 [system] WARN: Internet available, cloud not reachable
0000025938 [system] WARN: Cloud handshake failed, code=-220
0000026189 [system] WARN: Failed to load session data from persistent storage
0000026705 [comm.dtls] ERROR: handshake failed -4d80
0000026705 [comm.dtls] ERROR: Invalid handshake state
0000026707 [comm.protocol.handshake] ERROR: Handshake failed: 17
0000031921 [system] WARN: Internet available, cloud not reachable
0000031922 [system] WARN: Cloud handshake failed, code=-220
0000032173 [system] WARN: Failed to load session data from persistent storage
0000032969 [comm.dtls] ERROR: handshake failed -4d80
0000032969 [comm.dtls] ERROR: Invalid handshake state
0000032971 [comm.protocol.handshake] ERROR: Handshake failed: 17
0000038172 [system] WARN: Internet available, cloud not reachable
0000038173 [system] WARN: Cloud handshake failed, code=-220
0000038424 [system] WARN: Failed to load session data from persistent storage
0000038999 [comm.dtls] ERROR: handshake failed -4d80
0000039000 [comm.dtls] ERROR: Invalid handshake state
0000039002 [comm.protocol.handshake] ERROR: Handshake failed: 17
0000044156 [system] WARN: Internet available, cloud not reachable
0000044157 [system] WARN: Cloud handshake failed, code=-220
0000044408 [system] WARN: Failed to load session data from persistent storage
0000045040 [comm.dtls] ERROR: handshake failed -4d80
0000045041 [comm.dtls] ERROR: Invalid handshake state
0000045043 [comm.protocol.handshake] ERROR: Handshake failed: 17
and could never establish a connection.
Later on, I explicitly enabled system threading and it successfully connected.