Confirmed, Sky will not provide a Sky+ box or contract unless the box is connected to a telephone line, so there is no way of using one abroad. I have just had the same problem and had to take out a second contract to get a card for my old sky digibox to bring out.
You also cannot use the option of retaining your old box on the cheap second room contract, as they insist that must be connected to the same line as the sky+ box to stop people using them elsewhere or giving them too relatives.