Typically the way to prevent people doing this is to make data roaming charges astronomically high.

Data roaming charges are not set by governments. It’s not even necessary because typically the economies of countries that desire this kind of control are so bad getting a subscription abroad is not affordable for common people anyway.

They’re not directly set by governments. But governments have a lot of influence over how mobile providers operate and, depending on government in question (e.g. China), if you want to keep your license you better do as you’re told.