Well, in Europe, as I understand it, if you're going to a different country for a few days/weeks, your phone pretty much works anywhere, and you can get a SIM from some local provider. (Because everyone's on GSM, and pretty much the same frequencies.) In the US, we've got a much broader variety of incompatible networks (by technology, and for the two big GSM providers, frequencies), so your phone is less likely to work on other networks, either temporarily with a different SIM, or permanently switching.

A mix of WiMAX and LTE, and possibly WiMAX (at least) running on different frequencies, can similarly prevent your terminal equipment from functioning on other networks, which in the N810W case is probably more an issue WRT provider switching than temporary SIMs, but does handicap both. (Don't ask why I specifically mentioned the temporary issue, and not the switching, before...)

Just so you know, AFAIK the N810W is being discussed/marketed by Nokia only in conjunction with the Xohm network; it's unclear what other markets it would work in, and whether variants will be produced for other frequencies, etc., though if it's successful that sort of expansion might make sense.