I encourage you to add a #roon:feature-requests for Mixcloud; the Roon developers monitor those and will then consider it for future inclusion. Other forum users are also more likely to see the request there and add any supporting comments.
On premium services, sometimes (e.g. jazzradio) the station provides special URLs with a key or token in the string enabling you (but not me) to add it to your My Live Stations. It’s possible, and desirable, that NTS might do the same.