I've looked into this a little already since I spend about half my year (or more) in Korea and Japan. It's data rate changes because you are actually using a different carrier overseas and AT&T's international ROAMING charges (which are clearly listed on it's site, and are extremely expensive) kick in.
The way to go is to try and find a carrier in your host country that is compatible with the micro-sim, that you can sign up with for the duration of your stay at a normal price.