From Sonos:

“The stereo pair will separate if you connect to Roam via Bluetooth, put it into sleep mode, or power it off. Once Roam is powered on and connected to Wi-Fi, you will need to recreate the stereo pair...”

https://support.sonos.com/s/article/1066?language=en_US

Well that sucks, but thanks for finding the answer. 

Wonderful speakers.  Really like them.  My highest priority enhancement would be bluetooth stereo pairing and the ability to automate the re-pairing when powered back up.

I agree, these are fabulous speakers, but I bought them to specifically take advantage of the advertised capability of “stereo pairing” but not to have to re-pair them every time I shut them down or they go to sleep. (And then have to get an annoying Amazon Alexa skill notification too).  There are lots of posts on the forum complaining of this particular or lack of feature that they don’t reconnect in stereo after shutdown or sleep, as most “stereo pairing” speakers do. (Even the Sonos Move).  So, I am hoping in the next few weeks (before my return period runs out), that Sonos will respond (to those who have contact them-me included, and told they are aware but no commitment as yet) by releasing a fix or at least announce IT WILL BE COMING! I can wait, but if no notice with the return period, I will return one, because I don’t need to mono portable speakers, and I am not going to set them up every time I intend to use them just for stereo as it presently happens (should I power down or they go to sleep) which one or the other occurs each day.  A real mis-step in development of these powerful and most pleasing speakers (as most Sonos speakers are).  That’s my two-cents.

I have two Roams that I bought for stereo pairing an both are constantly plugged in. I never put them to sleep or power them off, but still almost every single day or two they forget stereo pairing and have to start the process again. Also annoying the short but very loud and boomy Sonos Success music upon successful pairing. Any solution to these?

I have this same problem and it is nothing to do with Bluetooth.  For me it is when I am on battery and  they go into sleep mode to preserve the battery.  Sometimes, but not always, when they wake up they have forgotten their pairing.  But I have seen others report this even when they keep their Roams on charge all the time.