"We are in Rome."
I'm not that far into the Duolingo Latin course but - from what I remember from my high school and college classes - the composite verb "adsumus" has more the meaning of "we are present" or "we are attending" rather than the plain meaning of "we are" that comes with the simple verb "sumus".
So "Adsumus Romae" = "We are present in Rome." while "Romae sumus." = "We are in Rome."
And doesn't the verb "adesse" require the accusative case also? Someone with a better memory or a bit more lessons under their belt could chime in here...