You need to get an active channel with the network, which means to tell a cell that you want to talk to it, have it allocate resources for you, get the SMS and

You need to get an active channel with the network, which means to tell a cell that you want to talk to it, have it allocate resources for you, get the SMS and send an ACK. It's true that if you already have a data channel active (e.g. you're talking to someone) then you piggy-back the SMS and ACK on it (with audible degradation in audio quality in 2g connections), but that isn't the case most of the time.