In a larger article about alleged price-fixing in the text messaging market, I found this:
[…] text messages are not just tiny; they are also free riders, tucked into what’s called a control channel, space reserved for operation of the wireless network.
That’s why a message is so limited in length: it must not exceed the length of the message used for internal communication between tower and handset to set up a call. The channel uses space whether or not a text message is inserted.
This is confirmed by How Stuff Works:
Even if you are not talking on your cell phone, your phone is constantly sending and receiving information. It is talking to its cell phone tower over a pathway called a control channel. The reason for this chatter is so that the cell phone system knows which cell your phone is in, and so that your phone can change cells as you move around. Every so often, your phone and the tower will exchange a packet of data that lets both of them know that everything is OK.
I've often wondered this very thing, thanks for the clarification.