When they deem it is the best tactical choice to make.
Remember, you're not their boss, you're their teammate. And, frankly, sometimes you have to be on your own. If they can give your team an overall advantage by roaming, by all means let them do it. If roaming would overall prove detrimental, advise against it. Make sure to state clearly whether you're comfortable with them roaming and analyze the matchup and the enemy tactics. If you're against a hard engage duo, probably should stick together. If you're against a passive duo and nothing is really happening, encourage them to roam.
There is also the possibility of just roaming with them, or letting them roam and then bait the enemy upon their return so the support can flank them (even better if you got a jungler, and works well with the likes of Braum).
There is no hard "rule" on when to roam or not roam. It really depends on the situation. There are even times when it's advantageous for the support to completely abandon bot lane, although that's probably a post for another time with a more experience player than I.