Mine did... I just cancelled it cos it's too expensive...
The model is V801SA and I could use it in Europe too, well the countries I tried are Germany, Sweden and UK.
I guess you just didn't talk to the right sales person who knows enuff...
I believe AU also has a model with global passport. My previous one worked in OZ and the same model was working was sold in Canada and I think I was told it would work in some Asian countries like Taiwan, Korea etc.
You probably have a better luck going to their website rather than talking to the sales person...
I still would recommend the local mobile. You can get a fancy model that you like, but your rate is local not roaming. There are 3Gs here now I think, unless you're such an expat who can't be away from things from back home I guess

Camera's quality is better on Japanese mobile but then again you don't have to keep the contract to use the camera...
E-mails of the Japanese mobiles wouldn't work here I think, so you can use only SMS and MMS (only on other Vodafones in Japan that have the functionality for Vodafone mobiles) and probably phone conferencing with video, then again it has to be with models with the same function even inside Japan.
I kept mine for a few months to receive calls and even to receive which means to route my calls to be international ones cost me quite dearly
