Currently, there is no voice-over-LTE, so even an "LTE phone" has to use CDMA or GSM for voice. It looks like the iPhone 5 is unable to use LTE and GSM/CDMA simultaneously, so it downgrades to CDMA or GSM only during calls. CDMA is voice or data only, while GSM allows both simultaneously.

Samsung's GS3 (among others?) apparently has an additional antenna and/or different radio chipset that allows simultaneous 3G calls and LTE data, regardless of whether it uses CDMA or GSM for 3G. YMMV as there are different models of GS3 for different carriers.

Some roaming info:
Which iPhone 5 Lets you Roam...
WHICH IPHONE 5 FOR A GLOBAL TRAVELLER?