True, without the sim in the asha there is no entry in the menu.

So, there is no way for me to have service in this country.

In my case this entry in the menu is used to have service in some countries where my provider doesn't have direct roaming. In the countries where it has direct roaming I don't have to do anything to have service, but where my provider hasn't direct roaming I have to use this entry in the menu and set it to roaming and when I'm back in my country set it to national.

So, no service for me...