Comment by julcol
When you ROAM, you traffic abroad is routed to your home country ( for security reasons among other things) and then off to the internet from there. You can check that your public IP, when roaming, is an IP from your cellco.....unsure if there are any changes with 5G though.
You are not bypassing any firewall as your traffic is actually happening at home. If you access local sites, traffic is coming from home.
Not home country, home PLMN(~=carrier). IIRC there were changes in 4G/LTE that lets the GW be at visiting carriers.
I'm suspecting that that post-4G architecture is just formalization of actual commercial deployment. Latency for roaming data was long inconsistent with the 3G diagrams, and exorbitant roaming fees that would be consistent with the diagrams also started rapidly subsiding from late 3G era.