If you stack DSP processing in Roon with a DSP volume control, you’ll end up dithering twice.
But–if you are doing no other DSP and just want a volume control, there isn’t much of a difference between headroom adjustment and Roon’s DSP volume implementation. DSP volume is doing essentially the same thing as headroom adjustment. Same approach + precision, but slightly different code because of where it is placed in the chain.
DSP Volume control gets the “high quality” designation as more of an editorial license–generally a DSP volume in the endpoint is a “smell” that indicates two volume controls in the system, and marking it that way discourages people from doing that kind of thing.