Ok, here's what likely happened. You manually downloaded and applied Android 5.0 by clicking Check for Updates on your phone. Samsung screwed up and for a brief time had a corrupted download version before they corrected it. Unfortunately, for people like me, the download caused issues including the loss of the Roaming settings.
The good news is that Samsung developed a patch available on Google Play called "Refresh Customization". The bad news is that applying the patch will completely scramble your icons, folders, ... Samsung makes great hardware, but, their software is atrocious and this patch only serves to reinforce their legacy.
If you apply the patch, your Roam settings will return. Just figure on spending two days restoring your phone back to something you recognize.