Please try changing your ATV Airplay settings, and require a password.
A) Open settings on the AppleTV
B) Navigate to AirPlay and Homekit
C) Tap on “Allow Access”
D) Set “Allow Access” to “Anyone on the Same Network”
E) Set Require Password to “On” and create a password
D) Back out of the menu to the home screen
F) Try to enable the zone in Roon. It should ask you for the password