Cult of Mac reports that the latest developer preview of iOS 8 has a specific toggle switch to enable/disable data roaming within the European Union.
In March the European Commission passed a directive to ban all Europe wide data roaming charges starting December 2015. That means that European citizens won’t have to pay anymore the outrageous fees that mobile companies used to charge for data roaming when travelling from country to country.
Data roaming charges will still have to be paid when crossing the European borders, so it makes sense to have a setting to enable data outside your country of residence, but within the EU.