If the battery is depleted, it could take some time before charged enough to turn on. Are you letting it charge long enough? Here’s some info on charging the Roam: Charging Sonos Roam products
It includes this:
If the battery is depleted or has a very low charge, the orange light will stay on longer than 10 seconds until Roam has enough charge to turn on. This charging time will vary based on the power adapter Roam is using and how depleted the battery is. Once the battery light turns off, Roam may still require additional charging before it can be used on battery power.