In the same boat as OP. Already tried updating the PRL and profile, disabling roaming data, changing to Home Only, disabling LTE, setting the PRL to LTE/CDMA auto, and forcing it onto the PCS 1900MHz band, but it's staying on roaming.
The odd thing is, it's only roaming on data and not voice/SMS service, according to the info in the Testing menu, and it's only roaming on CM11 (it was fine when I restored my backup of stock to update the PRL and profile). Haven't been able to come up with a solution, anyone find something that works? I'm hesitant to call Sprint considering it's fine on stock.