Yes, we dither when reducing bit depth. The dither used is TPDF. Dithering is a basic responsibility in this situation. It’s always worth thinking about significant figures and information density variations (in terms of frequency, amplitude, psychoacoustics) when considering the impact of processes like this.
We dither for all reductions…it’s the most important for 16bit output. Some people debate the necessity for 24. For 32, it could probably be skipped but it is still more technically correct to do so, so we do.
Roon’s DSP Volume should be shown in signal path–if you are seeing it missing, that is probably a bug.