Photos.app is not syncing when using hotspot. How to treat hotspot as a regular Wi-Fi on macOS?
So, finally I got the workaround to solve this issue.

You need to setup a VPN connection for that.
Probably you can use any VPN connection, but I used OpenVPN and used Viscosity as a client.

You can install OpenVPN either locally or using remote server using this bash script.

After connecting to the VPN it assumes that it connected to the real internet not a Wi-Fi hotspot. I assume that it's because it cannot access iPhone router IP address. So theoretically blocking iPhone's local network could work as well.