It can be confusing for some people to know the difference between mobile data and data roaming. Basically, you use mobile data when you want to connect to the internet using your mobile device or your sim card. Data roaming will also allow you to connect to the internet no matter where you are.
The main problem with this is that this can make you incur a lot of data charges, especially when you are in a different country. It can make communication with each other for people who only rely on data roaming harder because it can be expensive. Data roaming can also be useful for people who would like to access other internet services aside from the internet services that come from their very own phone.