For receiving text messages, international roaming is of course required, too. How should the mobile connect to the network abroad if there is no roaming activated?
While it is true that everybody entering Thailand should have health insurance, buying a Non-O visa in the home country does NOT require health insurance -- in normal times of course.
If you have a Non O-A visa, you need the health insurance for one year because it is valid for one year and it is assumed that you stay long term or travel there frequently (which you do).