What you are seeing is the result of Roon treating the individual tracks as parts of a complete work. You can get the same result by using WORK and PART metadata tags in your track files.
Get yourself a third-party metadata editor, e.g. Mp3tag or dBpoweramp and read this article:
If you’re on MacOS, another good alternative is Yate. Although the learning curve is somewhat steep, it does offer quite some possibilities.
I don’t have a lot of classical music in my collection so I haven’t tried it, but the do seem to have a plug-in specifically to support Roon’s Work and Part tags.
SongKong understands classical works and movements and writes the WORK, WORKID and PART metdata so works with Roon, also understands multilevel works and writes the SECTION field when needed.