Your phone provider definitely has to have a roaming agreement. Without that, your phone won’t attach to any 3G network and beyond (3G introduced mutual authentication).

GSM remains vulnerable to all kinds of bad things since it only authenticates the phone/SIM to the network but not otherwise).

True. This vid was a major eye opener for how insecure the current staus quo is:

https://www.youtube.com/watch?v=wVyu7NB7W6Y

In the limit, security is opposed to everything that's good and nice, safety included.