That was my experience as well. My iPhone gave me a message when I was out of their range.
Anyone else not been charged in St Thomas w/ AT&T for calls? I have never heard that one. I guess Puerto Rico would be ok them too.
I have my MiL's phone on our plan and I don't know what she did but somehow she got a $2.99 charge.
ETA- she does not have a data phone so it can't be a charge for data.