they normally do, but..... You have to contact the foreign carrier and enable roaming on that Sim otherwise no service outside home country. 🙂
It still doesn't actually save you any money though because the foreign sim will now be using USA carrier nd you'll be charged the foreign carriers roaming price per unit which is significantly costlier than it would have been from the same country, so there would be no actual tangible benefit to using the foreign sim with roaming enabled to dial back to country it was originally bought in.