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Depending on where the customer is roaming from and to, they might risk a per-SMS charge, suffer unreliability, get no signal, or even turn off their phone to avoid accidentally running up a big roaming bill.

When I went from the UK to Montreal, I tried to use local Uber competitor "Teo Taxi" but was unable to as their number-confirmation SMS didn't arrive.

Some countries really don't want you automating SMS's to their local users, countries like UAE for example are very restrictive. Other issues, number porting often brakes cross carrier SMS and roaming in general often breaks SMS delivery.

On my Canadian cellphone, unless I get a US/Intl plan before I leave, it stops entirely all my SMS when I'm outside Canada. I'm entirely dead in the water if I rely on SMS 2FA.