Why does my phone say I am roaming when connected to my "home" network?
Let me guess, you're on EE? Or a network that uses EE for it's coverage? (like Virgin or Asda). These swap between the Orange and T-mobile masts depending on which has the strongest signal, and when that happens the phone thinks it's then "roaming". 

When you see 2 versions of the same network operator, you'll often see different capitalisation, e.g. "virgin" and "Virgin". One of these is actually Orange and the other is T-Mobile.

It doesn't have any negative effects.