Data roaming charges incurred even when turned off on iPhone 14 Pro Max

I am using 14 Pro Max on iOS 18.6 and got charged for using data in roaming, but mobile data and data roaming was turned off the whole time! Had XS Max with me too, on same iOS version and no problems. What's going on? The phone has Pro in its name and you can't control basic option for traveling. I am charged 7€/MB without my consent! Per Megabyte!!

[Re-Titled by Moderator]

Original Title: 14 Pro Max on 18.6, forced data roaming!