Unhappy Tethering in roaming not available

Hi all,

I discovered few day ago that on the Lumia 1020 is not possible to turn on the tethering (internet sharing).

My operator is a full MVNO and, according to the customer care, WP8 has a limitation on the tethering if the operator is a full MVNO (which it works in roaming).

Does it have any sense for you guys?

Nokia 6630 → QTEK 9090 → HTC Touch Diamond → HTC Touch HD → LG E900 Optimus 7 → Nokia Lumia 1020
ASUS Nexus 7 (rooted)