[andy]

Perhaps they realise they can subsidise the rate (below IDD, but probably above local calls) to call to a roaming phone because they'll also receive a part of the roaming fees back from the called phone's network

[I'm assuming]

Either that or they incur less cost by not having to send the call outside the country. Then it becomes interesting to know if they have kept the call secret from the roaming phone's network ....... I'd expect that pan-GSM agreements would be against this possibility though, so the first is more likely