Whether you pay for SMS or not depends on your telco. Regarding roaming, let's say that you pay the same you'd pay if you were in your country if you leave the country, but you still pay different rates if you try to call or text someone from another country (whether you are roaming or not)
>Do we live in divergent Europe timelines or something?
Despite what the propaganda may have lead you to think, life in Europe is very different depending on your country.