Originally Posted by
der_saeufer
This seems to be some sort of a technical limitation of the network--Fi explicitly permits tethering, it just doesn't actually work when roaming with an iPhone.
...but I've got a cable and an old beater MacBook, so I'll try it later and report back

Exact same story as wifi--tethering enables fine on the Fi data SIM but the MacBook won't connect to it over USB. And, again, it works perfectly when I put the Belgian SIM back in, so it's a Fi thing.