As someone who currently lives in Roanoke, I can tell you that the above responses may have been accurate a few years ago, but are no longer the case. Roanoke is a great outdoors town, and a very comfortable place to live. I've been here for 2 years, and continue to discover new things to do here.
For climbing there is a gym in town (River Rock) that while not huge, has good variety, good route setting and frequent turnover in routes. Nothing seems to stay up for more than a month or so at the most. There are a smattering of outdoor cliffs in the immediate area (nothing to write home about) and 100+ bouldering problems within 20 minutes of downtown at McAfee's knob area. You're about 2 hours from Grayson Highland with several hundred bouldering problems. For roped climbing, it's 2 hours to Hidden Valley, 2.5 hours to New River Gorge (3 to Summersville) or Seneca Rocks WV. It's 3 hours to Pisgah, and 4.5 to the Red River Gorge.
Roanoke has some of the best mountain biking on the east coast at Carvin's Cove, plus a ton of great riding in the national forests. Road riding is great here too.
If you're into water, there are class III-V rapids within 20 minutes of downtown. There are a bunch other areas to paddle in the region as well. Lots of good fly fishing too.
There are an abundance of hiking trails (20 minutes to the AT in several spots).
If you like beer, there are over a dozen local breweries in the immediate area. Deschutes chose us over Asheville for their east coast operations (opening here in 2019) and so did Ballast Point (2020 I think). There are a lot of good food options here as well, and it continues to develop.
If you need to get to a bigger city, the local airport has lots of options to connect. Amtrak is reopening here in the fall, so the train to DC or Philly/Baltimore/NY is an option if you don't want to drive.
Feel free to PM me if you have specific questions, I'm happy to answer.