What you describe is only available since recently and has its caveats. I have been on holidays in the EU and I used my polish subscription to surf online. I bought a 3GB package for a laughable 6 CHF and surfed all the way. After some time I got a data limiter warning that I racked up the costs over 70 CHF and my data connection has been blocked as a safety measure. I called the hotline and they said that an add-on package does not work abroad.
It’s nice and cool to be frugal, but on the things, that you don’t care about. To me it’s important to keep things simple. I don’t like to call hotlines, carry around two phones, or switch sim cards. At some point, I think it is much more important to focus on maximizing your income than squeezing out every penny. E.g. I could go shopping to Lidl, but I prefer to go to a Coop that is right around my home. We have a limited time and energy and we should not fall into a trap of getting obsessed about every penny. If something saves my time and nerves, I will gladly pay extra for it.