Myshra: I'm guessing my SIM could be one such SIM? Have you got a source for the info so I can quote it in my next letter?
Maybe, but it could be other reasons and to them I'm an anonymous engineer etc... so I don't really have a point of reference for you. You got a replacement SIM didn't you? If not just say your phone is acting up saying insert SIM a lot and you'd like a new SIM. Then make them refresh all the products on your account and you'll get your SIM updates including roaming, dual network coverage with Orange etc...
In the end, they said their network has no way of knowing where I am and so couldn't turn on data.
I'd love to know how roaming works for their other customers then

. Anyway the basic version of roaming is this.
You SIMs special number (don't give this to anyone else btw) is made up of parts which are <number use, always 89><countrycode><network ident><user ID><check digit> so obviously your SIM card knows where it belongs and on whos network. The userID is useless to it, it doesn't know what it means but the home network does and this allows you to have calls routed to the phone the SIM is in, get billed etc..
When you roam you send these details to the network you're roaming on. Hosting network goes "AH HA! you don't belong here - let me check with your home network" and there's some secret science where the 2 networks exchange these details and the home network tells the hosting network what you can/can't do. Voila - the hosting network acts like your home network but for each billable item it sends the details (along with their fee) to your home network.
Honestly it's really simple and hardly rocket science. It goes wrong 99% of the time because the home network says "don't allow him on your network - I won't pay you" and because the hosting network has no recourse here - you're stuck.
SIMs need to have some data on them in order to roam in the first place in order to talk to other networks, you've probably seen this before as a "SIM UPDATE FROM <network>" text which told you to restart the phone. This data is possibly missing.
Anyway, back to "they said their network has no way of knowing where I am and so couldn't turn on data." now you can see why this is just crap - the hosting network obviously knows where it is - it requested permission on your behalf to use it's services and the home network told it to go away.
These are my own thoughts not my companies etc... this was a simplistic version of GSM roaming partnership.