Roame’s sidebar is controlled separately for each page type in the Theme Options widget.
Check the exact option
Find the page type you are testing and confirm its line is set to yes. For example, an individual post uses sidebar-post, while a static page uses sidebar-page.
Keep the option name intact
Change only the value after the colon. Renaming or deleting the key prevents Roame from reading that setting.
Check the correct page type
Homepage, Journal/blog, post, page, category, search, archive and error views each have their own setting. Turning on one does not automatically turn on the others.