i don't know if this has something to do with your carrier, because in some countries calls are made via gsm.
in germany for example, if you are calling someone, the icon changes from H or 3G to G. Or does the service FC?
erm i really don`t think so ... I don`t remember having this on GB for example ... and I use thetering almost everyday.Even if regular calls should be made using GPRS the data connection shouldn`t fail ... it goes to 2G eventualy