The flip-side to this is that if you have a regular number which you use without an Apple device and use the same number in your Apple settings, your SMS get hijacked, and only show up on the Apple devices, which you may not look at for weeks.
I have a few Google Fi data only sims and as soon as I put one in an iPhone, iMessages to the original sims number stop going through at all.
I remember there used to be issues like this when people switched to Android. Though this could still be an issue and maybe inserting a sim with a different number causes Apple to automatically unregister the original number, but just moving the sim does not.
I guess this is technically by design, but only if you have your iCloud account associate the number with iMessage (you toggle the send/receive from the number in the settings).
So even if your phone isn't using imessage, if your computer or ipad is, they'll receive the imessages and apple doesn't also send a text in addition to the imessage for the non-Apple device.
(Ask me how I know this.)