That's not quite true. Any of the N95's GPS could function without A-GPS, you just have to switch it off and test (it takes much longer to lock as the GPS chip is not that strong and also tracks less satellites, and might have issues in dense urban areas with tall structures). In fact, the first time around, N95 had no A-GPS and people complained about it being very bad, I believe, then Nokia included it in a firmware update. I personally don't even know of any phone that uses just A-GPS, agps is just add-on for improving accuracy and ttif.
Btw, even with data roaming, as long as you don't allow the application to connect for anything else to the network, just for agps, it wouldn't cost that much at all.