No, but there are "technical justification" for why they charge more: It costs them more.
Operating on a first party cell tower is significantly cheaper than operating on someone else's as a guest. Not only in the literal sense, but also the cost of tracking it, and setting up the contracts initially in 190+ countries.
However things are improving massively in the last few years. T-Mobile in the US now gives you free international roaming at 56K modem speeds (no overage), and 4G speeds for only a relatively small fee. AT&T's data roaming packages (that now include unlimited texts) aren't bad either.