You know, I think that's close but not the entire story.
Abpatel, it's NOT in the radio manual that I got. I specifically looked for an explanation, nothing there. I have the non-Idrive model for what it's worth.
I get the triangle when I know I'm NOT roaming. The phone doesn't indicate ROAM or "extended network" or anything like that, and I also have first-hand knowledge of where I do and do not roam as I work in the cell phone business.
I did turn off my phone today when I saw it again, it goes away. However, depending on the carrier that BMW uses for Assist, where I get the triangle icon may indicate where THAT phone is roaming.
In either case, it's not consistent - why would I care if the Assist phone was in a roaming area? Nor does it indicate that I'm paired with the phone, the bars do that. Nor does it accurately indicate when my personal phone - connected via BT - is roaming.
I'm putting it down to a bug until I get a better explanation...