I use my iPad Pro & Magic Keyboard for pretty much all my daily computing needs now. It would be great when I buy digital music - say from bandcamp - if I could download it direct to my iPad and then “Add to Library” from my Roon client and have it automatically copy over to my Roon library location.
My use case is almost the same, but automatic it is not. If you want to buy music and download to Files and from there move them to your Roon library, it is fully possible (I do this a lot) to do so. But you need to be involved in the process of moving the files.
I have a android S6 tablet, it has a My Files app, of which I can select network files, and I can get to my ROCK HD via my WiFi, which would allow me to directly save files to Roon, try to find an equivalent app on your iPad.
I thought I just described that process? 
On iPadOS you can’t point to a specific source directly. You need to save it to Files, which can be a storage space on you physical iPad or on iCloud.
You can automatically have music downloaded in Apple Music on an iPad appear in Roon, but I have found no other way to do this in other services.
For Apple Music, you need to set automatic download to yes on a computer on your network and have Roon watch the download directory on the computer for Apple Music. Then when you buy something in the iTunes Store on your iPad or iPhone it will get automatically downloaded on your computer and added to Roon.
Cool, didn’t think about that one. But it still rules out FLAC files bought in Bandcamp.