Any advantage to Data Roaming button on in US?

Only if you like unexpected extra charges on your bill. In the off chance you are in an area where your carrier does not have a reciprocal agreement in place, you may incur roaming charges on some small carrier local network. Otherwise, with roaming OFF, your device will still connect to partners within your native account country as your carrier has reciprocal connection agreemeets in place with them.

The only time to enable roaming is when you are outside your native countries billing area (e.g. If using a passport plus monthly plan with AT&T USA while traveling in Canada or overseas you need to enable roaming to actually connect to Canadian carriers, even though the passport plan already covers the fees).