How can I turn off android market sync while roaming?
I'd say that automatic updating isn't syncing, and not a bug.  You can turn off auto-update in the settings for the Market.

If you don't want to use data while roaming, shut it off while roaming or turn off data roaming.

If you occasionally want to browse or something without running the risk of having anything else use data, use something like DroidWall (requires root).  You could configure it to only allow the browser, for example.