I got a SIG P365XL with the Romeo Zero optic back in March, a little over 2 months ago.  When I first shot the gun the optic ran great and for a few days I AIWB carried however the weather heated up and I went back to a Ruger LCR or KelTec P3AT for pocket carry.  Before today I had not shot my P365XL for almost 2 months. Before leaving it in the safe I had turned the optic off and left it alone assuming I would be able to manually turn it on when I wanted to carry it.

Today I took the P365XL to the range and the optic would not turn on.  I was outside so I double checked that it was not just a dim dot that was not visible in daylight, but I could not get it to turn on at all.  I checked the manual and it said to replace the battery, which I did not have on hand.  I guess I should have ordered replacements but they said 20,000 hour battery life so I figured I could get one later.  Oops.

I also had my P226 with a Romeo One installed and it turned on fine.  I got that optic before I got the Romeo Zero and it has functioned perfectly.

On a positive note I was able to figure out the sight hold for the "iron sights" with the Romeo Zero but I am disappointed with how bad the battery life is, especially since it had been turned off for 2 months.  With the stated battery life of 20,000 hours I don't know what to think.  I have ordered replacement batteries and will install them to see if it comes back to life versus being a defective unit.  

Has anyone else experienced this with their Romeo Zero?

I have 3 Romeo Zero's and the first thing I did was replace the battery with Duracell/energizer and have not had any issues in 3 months

That's a good point, I used the battery that came with the optic and I have no idea who made it, I just assumed it would work fine like in my Aimpoints.  I have ordered a pack of Energizer batteries and will see if that fixes mine.

I have talked to Sig about the battery life in red dots like the one and zero.  I was told that for the one, the battery cap needs to be torqued to 10 inch pounds, which will actually likely break the included tool, but if it is under torqued it can cause damage to the sight and poor battery life. In addition to that, the red dots need to be torqued to the gun to the recommended value the prevent the same problem.

The batteries that come with the sights are not going to last long for some reason.

With new Energizers the battery last at least a year for me.  Shooting the Romeo 320 2-400 rounds a month.