Apple does not say why you can't use an email address. Presumably there is rationale such as if somebody has already managed to get access to your Apple ID email and password then they already have the key to the kingdom if your last barrier to having your entire account compromised is by receiving the code at the very email address that was just compromised.
As for your concerns, try one of the methods below as another way to receive a code. Also realize that it is unlikely you will need a code at all unless you plan on using different equipment while traveling. Do something such as set up a recovery contact or use your hoe SIM. In the unlikely chance you might need a code, surely it might be worth the cost of an international phone call?
To see all the ways to get a verification code and sign in with two-factor authentication' click here --> Get a verification code and sign in with two-factor authentication - Apple Support
- Use a Trusted Device: Mac, iPhone, iPad, Watch. Code is either generated automatically or manually using Settings on the Trusted Device.
- Text or phone call to a trusted telephone number (any telephone; even landlines).
- Get a code from an Account Recovery Contact --> Set up an account recovery contact - Apple Support
- Instructions at the end about what to do if you cannot get a code and need to use account recovery.
If you lack a way to view a verification code but can still log into your Apple Account, you can add a way to get a code. "You can manage your trusted phone numbers, trusted devices, and other account information from your Apple ID account page." Click here --> https://appleid.apple.com/
From: Two-factor authentication for Apple ID - Apple Support
If you have no available trusted devices or numbers, and cannot sign into your account (such as when you have a forgotten password) to add a way to get a verification code, read:
How to use account recovery when you can’t reset your Apple ID password - How to use account recovery when you can’t reset your Apple ID password - Apple Support
"The fastest and easiest way to reset your password is from an Apple device. Before you start the account recovery waiting period, try to reset your forgotten password on a trusted device. Or borrow a friend or family member’s iPhone, iPad, or iPod touch and use the Find My iPhone app to reset your password. You can even visit an Apple Store and ask to use a device on site."
If you still need assistance:
Contact Apple for help with Apple ID account security - Contact Apple for help with Apple ID account security - Apple Support "This article provides country-specific Apple Support contact information for customers seeking help with their Apple ID password or other security-related issues."
