I received the below even though I'm physically in the uk. This never happened when I was on 3 and in the same physical location.
"
Welcome to France, one of our Roam Free destinations! Use your minutes, texts, and data from your UK allowances, subject to our fair usage policy. Keep in mind that out of plan charges cost GBP0.10 per MB, GBP0.40 per minute, and GBP0.14 per text in France. To protect you from excessive charges, a GBP45.00 roaming data cap is in place. For more information on roaming, fair usage policy, inadvertent roaming, or how to set or amend your bill cap, visit idmobile.co.uk/roaming or dial +447482227777 free from your iD phone. For emergency services, simply dial 112 free of charge. Enjoy your trip!"