Swapping SIM-Card while traveling - Connect to iTunes?

My situation was this: I was in Bosnia&Herzegowina and I have an unlocked iPhone 6, so I put a Bosnian SIM-Card in my iPhone and used it for 2 days during the holidays. After that I was travelling to Austria (where I study) and on the way to there I used my old Croatian SIM-Card without problems. But, the problem showed when I passed the border to Austria and put my Austrian SIMcard inside the phone, and suddenly it locked itself and showed me a message to "Connect to iTunes". Maybe there is a connection to the fact that while I was changing my SIMcard, my phone was on airplane mode...IDK, can you explain me why it happened because I was without my phone?! I could've died of hunger because I couldn't call anyone! I just want to know why because I want to avoid situations like this.

Thank You...