Hi @Rob_Lonsbrough,
Welcome to the forum!
When using “System Output”, audio is routed through the Operating System’s audio mixer, using the Hegel output directly allows Roon to communicate directly with the Hegel audio driver instead of relying on the system to perform the mixing. I would suggest using the “Speaker” output, not “System Output” for the best results.
You can read more about how this works in a few knowledge-base guides, all links are click-able:
Audio Basics Setup
Supported Audio Outputs/Devices
Signal Path:
OS Mixer Output
While the Mac software mixer does not do anything too gross, it might be performing software-based volume adjustments or sample rate conversion before playing the audio. As such, we can’t guarantee that the output quality is lossless, so we label it as “High Quality”.