Authentication error with WiFi tethering abroad

I am unlocked and I am on mobile share plan that allows tethering. I have no problem tethering in the US with my ATT SIM card.

However, when I use another SIM card (for data in europe), I get an authentication error when trying to activate the hotspot.

If I put the same SIM into my galaxy S4, have no problem activating the hotspot and tethering.

Any idea what's going on?