I can't speak to whether or not Romans could or would ever just say the digits, similar to how a modern speaker might say 472 as "Four Seven Two" instead of "Four-hundred seventy two", but interestingly enough, counting in Latin still works in base 10.

That is to say, the word for 42 in Latin is "quadraginta-duo", which translated directly to "fourty two", and not speaking out the digits XLII. It's very similar to English, in fact, in that 11 through 19 follow a different system where the tens digit is a suffix and not a prefix. Instead of "ten three" we say "thirteen", and instead of "decem tres" they say "tredecim".

A math historian may be able to shed light as to why the spoken Latin counting system was in base 10 (though there are oddities like why both vigintinovem i.e twenty-nine is as acceptable as undetriginta i.e one from thirty), which shows that they were clearly able to conceptualize numbers in base 10, even though the written form was an additive non-base system.

Saying 'four seventy two' and so on instead of 'four hundred and seventy two' is a feature of vernacular American English that doesn't happen outside the U.S. [ed. or Canada] - in other varieties of English it's not normal to say this or even 'four hundred seventy two' without the 'and'. To my knowledge Romans didn't have commonly used vernacular/alternate ways of saying the numbers. In particular, they don't seem to have sounded sound out XLVI as 'X ... L ... V ... I'.

The names of the Latin letters don't seem to have been used very often in Rome (compared to the frequent use of alpha, beta and so on in ancient Greece). We're not even sure of the names they gave for L and X! http://search.proquest.com/openview/3ae0f4d03466862b897212a1f34b053a/1?pq-origsite=gscholar&cbl=1821103