Because 48 is a virtual network (http://en.wikipedia.org/wiki/Mobile_virtual_network_operator) operating on the O2 network. In this case you have to have data/roaming enabled to operate on the host network. Many phones will display the roaming 'R' on the signal bars. But it doesn't matter and, in particular, doesn't involve any additional charges. Some phones (e.g. those running CyanogenMod) have an option to disable data roaming but enable national data roaming which gets rid of the 'R'. Some phones may not display it even without this option. If you see it then you'll probably just have to put up with it as part of the 48 experience. Some phones can see all networks including 48 but others don't see 48 and you have to connect to O2 or Tesco etc. Not sure why but it works.
Hope this helps.
