I think this request is a natural one.
The roadmap page shows versions in subprojects if "Display subprojects issues on main projects by default" (Administration > Settings > Issue tracking) is enabled.
So, the tab in the project menu should be displayed when subprojects have any version even if the current project has no version.
The following patch changes the behavior of the menu.
diff --git a/lib/redmine.rb b/lib/redmine.rb
index beaebaec8..668a65da2 100644
--- a/lib/redmine.rb
+++ b/lib/redmine.rb
@@ -303,7 +303,7 @@ Redmine::MenuManager.map :project_menu do |menu|
menu.push :overview, { :controller => 'projects', :action => 'show' }
menu.push :activity, { :controller => 'activities', :action => 'index' }
menu.push :roadmap, { :controller => 'versions', :action => 'index' }, :param => :project_id,
- :if => Proc.new { |p| p.shared_versions.any? }
+ :if => Proc.new { |p| Setting.display_subprojects_issues? ? p.rolled_up_versions.any? : p.shared_versions.any? }
menu.push :issues, { :controller => 'issues', :action => 'index' }, :param => :project_id, :caption => :label_issue_plural
menu.push :new_issue, { :controller => 'issues', :action => 'new', :copy_from => nil }, :param => :project_id, :caption => :label_issue_new,
:html => { :accesskey => Redmine::AccessKeys.key_for(:new_issue) },