I would assume that will run afoul of EU regulations which forced the providers to enable roaming without additional costs. If providers could just deny roaming phones they could use that to circumvent the regulations (which are unpopular with network operators).
In the case of a phone with defective emergency calling software/firmware/hardware they must have a means of detecting and blocking such phones from making spurious calls, right?
If they already have this capacity in place then detecting and blocking out-of-network phones from roaming should be trivial.