Why Can't I Access The Internet While In Europe? Here's The Answer.
Your provider handles the internet access for those areas or you can just use Wi-Fi. Another option that many travelers do is to get a prepaid SIM card to the countries where they will travel, but your phone must be unlocked. You’ll get a prepaid plan for $50 or so, and it will provide you network service and internet access.
This may be a different option that was available for U.K. Phones. It was never an option here in the US, perhaps you switched carriers? Apple may have done away with it now.