I have read all instructions from forum and Help, I just failed to import the Playlist in my Music App. Finally I just realised that Roon does not read xml file (Music not iTunes), and it can do only M3U for Music app.
But why Roon does not update the following :
“In most cases, you can enable this functionality by visiting the Storage tab of Settings, and clicking + Add Folder and Browsing to your iTunes music folder. If you select the option to Import iTunes Content, make sure your iTunes Music Library.xml file is in this folder.”