pichlo and halftux already pointed out the most probable reasons.

Call ending inet connection is absolutely normal behaviour on 2G (whereas on 3G it should not be).
And those roaming: you are not living close to any border? Then it is obvious. If not, then pichlos explanation could match here. We had something here in Germany with O2 and T-D1, but as it was MCC (country code) phone should not ask 'allow roaming' and never heard like that (but who knows about our N900 SW in such details?).