Timezone updates over GSM is implemented using an optional feature of GSM called NITZ. Carriers who choose to support it may send these messages automatically at their convenience, but they typically send them every time a phone logs in to the network, and every time a daylight savings time change takes effect, or every time a phone crosses out of one timezone and into another. That is to say, if your phone is establishing a connection with a cell tower owned by a carrier who supports NITZ, then every time you turn off-and-on any GSM phone (regardless of whether it supports NITZ or not), you will end up receiving a NITZ update. Your phone may not know what do do with it, or it may be configured to ignore it, but the message is delivered whether you want it to or not.
These messages, if supported by the carrier, are delivered to the phone using much the same channel of communication as an incoming SMS message. I don't think turning off international data roaming has any effect on blocking incoming SMS messages, because SMS messages don't use the same channel of communication as other forms of data. So I don't suppose disabling international data roaming would have any effect on incoming NITZ messages either.
That being said, many GSM carriers have chosen not to implement NITZ.
