It appears the HTML of the requested page is returned to the requesting phone via SMS, which could be many many messages if you are loading say, a wikipedia page.

Most people in the world don't pay for receiving SMS messages. I think that is limited to the US and Canada and becoming less common even there.

Well luckily most people don't have to pay for receiving sms messages.

I know that in the past in US and Canada carriers billed incoming SMS, but I thought that alongside with the new age of messaging apps like WhatsApp and iMessage they dropped this nonsense. In Europe even when in Roaming there is no cost for incoming SMS.