Vodafone NL data only SIMs are very common for IoT connectivity when devices need to roam in Europe, such as in connected cars.

I'd assume it's not a coincidence and fraudsters made sure there's no easy way to trace anything back from the SIMs.

Yes, this is quite true. Virtual providers are quite easy to set up that way but the amount of KYC for this kind of service is substantial. Even so, these SIMs/eSIMs have turned up in all kinds of bad places such as SIM farms.