SaltyChef, 3 things.
1. The salt might be drawing water from the veggies as it sits.
2. How dark is your roux? Brown/Black roux, because of the dextrinization of the starches, has very little thickening power when compared to it's blonder cousins. It's primary purpose is to provide flavor/color as opposed to thickening. The darker the roux the less thickening ability it has.
3. Could you post your recipe? It might help us to figure out what's going on.
Also, you might want to take a look at this
thread that covers a very similar subject.