It's an option that was only enabled by some carriers. Deciding whether to turn this on or off depends on exactly how your carrier bills. If you have the option off, your calls "originate" in the country you are in since you are calling on the local cell network, so if you are calling a number local to where you are it could cost less because it's a local call, you just pay the roaming fee. If the option is on then your call originates in your home country and you pay international long distance to local numbers.
In other words, it might be better to use WiFi calling when roaming if you are calling back home, but turn off wifi calling when you are calling a number in the country you are visiting. But it all depends on your rates and any roaming packages you have.