Consider the following scenario:
You connect a mobile broadband device to a computer that is running Windows 8.
You select the "Allow data roaming" option in the mobile broadband settings.
You view the "Allow data roaming" setting by clicking the mobile broadband connection in the View Available Networks list in the notification area.
In this scenario, the Allow data roaming" option is not selected.
This is a known issue in Windows 8.
To check whether data roaming is allowed on a mobile broadband network, use the "View connection properties" pane. To do this, right-click the mobile broadband connection, click View connection properties, and then click the Profile tab. The Allow data roaming on this network check box displays the correct setting.
Note: If you manually disconnect from a network, the auto-connect and roaming options are cleared. This is by design since you chose to disconnect from the network.