I use Bluetooth daily to connect to my Roam, it seems to work just fine, and is certainly not a ‘waste of money’. But I was careful to read the instructions on the box before purchasing, and noted that I needed to set it up first on my Sonos network before it could be fully used. 

I’m truly sorry you’re having so much of a challenge with yours. I’d certainly suggest a simple travel router, that uses the same SSID and password as your home network, which might allow you to ‘set up’ the Sonos, at least so you could then use the Bluetooth function. You may need to reset it when you get home, in order to add it to your home system. 

Can you do it with 2 phones? One for a “hotspot” and one as setup controller? Then enable Bluetooth and end the loan of the second phone. 

Hello I was gifted a Sonos Roam at my Christmas party and I was trying to set it up but it keeps asking  me to connect to my wifi which is different compared to any of my other speakers I connect and go so I take it this cannot be done without wifi from what I gathered from the comments. So if I do not have wifi and plan on going outdoors I cannot listen to the speaker?

The initial setup must be done using WiFi. After initial setup, you can use ROAM as a Bluetooth speaker.