
Settings
It is true that an app can send network data on its own if you grant it permissions for that. But there is a setting which disables data when roaming:
Settings -> Wireless Controls -> Mobile networks -> Data roaming - Connect to data services when roaming.
This is enabled by default but can be turned off. I wonder if apps are overriding this as well or if unchecking this would solve the problem. It seems like it would be better to have this setting disabled by default to prevent this sort of thing and to not let applications override it. So I suspect a work-around would be to simply uncheck this setting.