The APIs in iOS that turn feature flags on/off as you travel now have gotten insanely complex. Some are on time triggers, some change instantly, some depend on where your iCloud account was setup, AFAIK there isn't a black and white answer as to what happens when you move a non-EU iPhone through Europe anymore, "it depends". It's similarly vague in the other direction.

Apple themselves have claimed recent EU compliance has led to over 600 new or changed APIs in the OS.

I've spent a fair amount of time with my iPhone in both the EU and the USA, have local cell service registered in both regions. its nothing as simple as a geo-location check anymore. It's a problem that has grown more complex over the decades too, as more and more countries implement their own slightly differing legislation.

From past experience, it is when you are physically in the EU, but this implementation could obviously differ from how they've gated features in the past.