Best practice is to download purchased Qobuz files to a holding space in a separate folder first, then once the downloads are complete, copy the new files across to (one of) your Roon’s Watched Folders.
The reason for this is that the download process can take a little while to complete, and if you download directly into a Watched Folder, then Roon is attempting to identify partially downloaded albums, which can sometimes confuse the identification process.
Oh, and ALAC format is supported (though personally I use FLAC).