Unless your provider’s plan includes calling abroad at domestic rates, calling a foreign number from home will be more expensive than calling that same foreign number from another member state. It’s a rather absurd consequence of the fact that it was decided that any communication from the state your provider is in (calls, data usage, etc.) is not technically “roaming”, and therefore not part of the “Roam like at home” agreement.
While this agreement is definitely a step in the right direction, a few exceptions like this might actually increase phone bills for a number of people who were previously on special EU plans with their provider, some of which are now being phased out. A couple of parties are calling for the EU parliament to address these issues, but I don't think it will be changed any time soon.