I think this is one aspect where a "smartphone" should actually be smart. If a specific phone maker/OS is incapable of warning users about data roaming and making sure there is a specific willingness to data roam, it's not being smart.
I also know iPhone users who were at raffles place and their phone switched to the indonesian telco and they were on data roaming - while in singapore!!! So are you saying these users should always use 2 phones, etc?
Don't expect a phone that labelled as "smartphone" to do all the smart things for you, it's just a phone that can do more than a regular phone. In order to achieve optimum operations & performance, all you need is a proper setting with the device and you're good to go. Also please read your phone manual.
Anyway, Data Roaming is OFF by default, unless you turn it on and forget to turn it off. You can use 2 phones if you want to, but manually select your preferred network is a SMARTER choice!