Not OP, but as far as I know that's how it works, yeah.
When I was in China, using a Chinese SIM had half the internet inaccessible (because China). As I was flying out I swapped my SIM back to my North American one... and even within China I had fully unrestricted (though expensive) access to the entire internet.
I looked into it at the time (now that I had access to non-Chinese internet sites!) and forgot the technical details, but seems that this was how the mobile network works by design. Your provider is responsible for your traffic.
Your mobile provider was routing you through Austria while in the US?