Exchanging SMS messages with any sort of reliability (like not losing your messages when you go through a tunnel) requires running an SMSC. That costs money.

Furthermore, carriers still charge each other for exchanging SMS traffic, though many of them just charge the difference rather than sending each other bills.

This approach is quite costly if you're out of the country, though. Sending an SMS is hit and miss when roaming in foreign enough networks, and each SMS can cost you a significant amount for exchanging 10 characters. Even receiving SMS messages far away from home can cost you money, which is a pain if you have a relative that could never get used to modern messaging services.