Soldering RG-405 coaxial cable directly to PCB pads meant for U.FL connector
Crimped connectors achieve very close dimensional tolerance. This means once the manufacturer has 'tuned' the PCB layout, the PCB connector, and the cable connector and its crimp, it should be fairly repeatable.

There are two problems with soldering to the board.

a) It's different geometry to the connectors

b) It's not as repeatable a geometry as for the connectors

You can tune out out the difference in geometry, to some extent. It's likely that the excess of inner will introduce a small series inductance. A rule of thumb that's remarkably good for a quick 'back of envelope' calculation is 1nH per mm of wire. Put 2nH series inductance into your simulator, and see what change in S21, but more importantly S11, it gives you.

This can be tuned out with a sniff of parallel C, to make a low pass filter. Enlarging the PCB pads would be one way of doing this. My quick back of envelope (I'm not going to fire up a simulator) suggests that an LC filter that's matched and uses an L of 2nH will have a corner somewhere in the mid GHz region, which is not good for your prospective frequency range.

Once you've tuned any excess of L or C by measurement of your soldered connection, you then have to make the geometry as repeatable as you can, perhaps stripping the coax and assembling with a jig, and inspecting under a microscope after soldering.