I noticed I cannot send text message if Fi data service is turned off but no problem receiving inbound text message. I got a system update on my Nexus 6P on Nov 12, Build Number MDB08L and I noticed the behavior since then.
As I am travelling overseas I keep my data tuned off to minimize data usage but I never had issues sending text till Nov 12. Only thing changed is the system update, not sure if it has any correlation or not. As per FiSpy it shows T-Mobile is the network it is using.
I called Fi Support and they said you have to keep data service on, which does not make sense even though it does not need data to send text and I am using Google Messenger App. Anyone faced similar issues.