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It shouldn't but you can try this
Settings > more > Mobile networks
you can chekc Data roaming and also your carrier
Settings > more > internet settings > select your network > accept
The problem I see here often happens here in the UK in that a network signal strength can be stronger coming from France so instead of using a UK network it will jump to a French network so I can only assume that because you have Roaming enabled then the signal strength coming from Israel was stronger than the one where you were - If this is the case then you could argue that it's the networks fault because there strength was weaker (You'd need to check your telecommunication's law on this) but also at the same time you are the owner and it is your responsibility to check
I'm sorry to say but I don't see how this is a Sony issue as it appears to be more of a network issue and not something we can help with nor can Sony