That’s the way it works. I’m a classical fanatic as well and Roon Radio doesn’t work for me. I requested this as a feature enhancement several years ago but nothing has come of that request, at least so far. If you can locate that request, add your name as a requester to give it more weight in their work queue.
I think we must unfortunately accept that classical music isn’t mainstream and gets the “hind ***”
There are many feature requests that are classical oriented that are never going to see the light of day. Don’t let me get going on box sets 
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It may well be that the Roon folks don’t have/didn’t have classical listeners among the panel that came up with the radio algorithms. Or even among the beta testers.
A modest suggestion to Roon: if you decide that classical radio (and other classical fixes) is a worthy tweak, ask for classical listeners to participate in the concept group for input.
Can’t design it if you don’t know who you’re trying to please.
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This has been my experience. In fact I found this thread only because I was very surprised my Roon radio suddenly started mixing random tracks with abrupt ends and transitions. Turns out the difference is that since reinstalling the client app the flag “Limit Roon radio to library” was reset and that’s making the diference.
I’d love for a configurable setting here. Perhaps combined with an option to avoid extremely long works (or extremely short works for that matter)
For now I’m just reverting to “Library Only” because that just works best for me anyways. I don’t really like to be surprised for background listening.
As a slight counter point, Roon was the first ever streaming client that I came across that fits the requirements for me, as a mostly-classical listener. Its ability to find other recordings by composition and smart way to present these in queue/playing views as well as the background information and meta-data (including recording engineers, conductors, etc etc) really won me over.
So, if there are still some patches where classical music isn’t as well-covered, that seems to me to be the outlier. I can only imagine Roon has certainly received iinput from avid classical music lovers for it to even reach this point.