fun fact about sims. they run a java operating system which can be accessed via binary SMS messages (apdu messages) - invisible to your phone, with the right sim pin, they can get filesystem access in this 'os' and steal your private keys and phone identification numbers, effectively allowing them to mitm / clone your phone and calls/sms etc.
that being said it's just plain silly how important these crummy devices are, and how little information and warnings they come with.
set a good sim pin, that will save u from this type of trouble. of course, it won't save u from physical phone / sim access.