Odd. I used my Roam earlier today, purchased not on the first day, but soon thereafter, and have no issue with it. It did require me making sure it was connected to an appropriate charger, though, the early Apple chargers don’t have enough ‘oomph’ to charge the battery properly. Fortunately, when I looked, Sonos was pretty explicit about charging requirements, I guess to partner with their network requirements. 

Have you called Sonos Support directly to discuss it?

When you speak directly to the phone folks, they have tools at their disposal that will allow them to give you advice specific to your network and Sonos system.

Thanks.  I will have to try that next.   I updated my phone app, reset my roam back to factory and did it all again.  It still fails.   Alexa says it is playing my music but nothing…  The volume is at full.

Resetting to factory is never a really good idea, unless instructed by Sonos themselves. It deletes files from the device that Sonos might be able to use to help you. But do call, they’ll figure out if it has failed in some way, and if not, help you get it set up again on your system.