I'm personally an amoralist vegan so I can't really speak to that exactly, but it comes down to practicality and health. Veganism is usually about reducing harm as far as is practical (I.e., without risk to your own health), so most vegans make exceptions for medical needs, etc.

Roaches can transmit diseases, they're an actual biohazard. This doesn't change that they're living animals, but this does mean killing them when they're invading a home is legitimate defense. You may shun someone who goes tiger-hunting, but if a tiger comes into town, threateningly approaches people and get shot, you'd think this was necessary, although regrettable. You might want to investigate the cause for the tiger's unusual town venture, maybe blame deforestation, but the one who ends up shooting is likely not the one to blame. Same for roaches. Yes, they're animals; and certainly fascinating ones in some regards, but if they start proliferating in our homes, bringing bacteria and molds everywhere... At some point it's us or them.