OK... Looks like AT&T disables access to GPRS when the credit balance falls below $5... As a result, I couldn't connect the car to the Internet.
Yes, that is very common. Think of GPRS like a VPN connection. Cellular providers seems to authenticate it (and allow/disallow) when it connects, but have no way of tearing down a connection once established. So, they impose a dollar limit at the GPRS connection authentication time (hoping you can't use up more than that dollar amount on a single connection, given their shoddy cellular coverage will drop the connection at some point anyway).
Value of $5 or $6 are commonly used.