Hi,
Roon <—> Roon Bridge uses the RAAT protocol
Roon <—> HQPlayer uses the HQPlayer API
So what you are seeing is consistent with Roon’s zone grouping policy in that only zones whose devices are using the same protocol can be grouped.
Have a read of this Feature Request [Synchronize multiple Roon outputs]
(Syncronize multiple Roon outputs) topic … there’s some (high level) discussion of the issues to overcome to implement heterogeneous zone syncing. In a private discussion with @Danny it’s way, way, more complex to achieve in practise to get good consistent predictable results.