@Rahul Thank you for reaching out.
In Azure WAF Geo-filtering works based on mapping each request's IP address to a country or region. Even if the cell phone device is in roaming mode the Public IP address it gets should still be local address (i.e the Public IP address of the country where the device is currently located).
Given your observation, can you share requested details in a private message here?
Meanwhile, this issue can also be related to cache, if possible you can ask the user to delete browser cache on the device or try using a different browser and see if the issue gets resolved. Thanks!