The only thing that happens is your data becomes a lot more expensive, the card still continues to work as normal. I've not lived in Poland for over 15 years now, and I still have a polish SIM card that I use almost daily - the only thing that I've lost due to roaming long term is cheap data packs, I can still call and text as normal from my monthly allowance.
Maybe in the countries that you are familiar with that is the case.
In some places your plan will be cancelled for roaming beyond a certain number of days or quantity of usage. Telecom laws and polices vary widely.