If you're someone trying to cut calories in order to loose weight, then anything drizzled in olive oil is going to be a silly choice, but as part of a well balanced diet, roasted vegetables drizzled in olive oil are perfectly healthy. Vegetables are healthy obvioulsy and so is a little oil, our bodies need some oil in our diets.
Compared to a takeaway kebab or a blate of chips, roasted veg is healthier
covering veg in oil doesn't take away their healthy nutritious benifits to us, so compared to steamed veg you are getting more calories and a large portion of fat, but still getting the good veg as well.
Just like covering broccoli in melted chocolate wouldn't stop the broccoli from being healthy, it would just add chocolate into the mix