Found it to be a really unpleasant experience using Airalo in Europe on an iPhone. Maybe user error, but everyone in our group had confusing issues. Lots of problems with the phone forgetting the home number meant it was hard to get messages with iMessage, and no SMS caused a big mess with local businesses and with 2 factor/fraud detection. No phone number was also an issue a few times. I don’t know what we did wrong, but it was really frustrating.
I find SMS in roaming quite an adventurous endeavour anyway. Some will come, some will get quietly lost, some will err in sending, some will come in many copies at the same time of day (I'm looking at you MMS), some will arrive only when I'm back home, it's a total mess.