No, I believe Roon disconnects from the station as soon as you stop the stream.
This sounds like something else in your system. Do you get the same issue after playing a track from your library?
I’m moving this over to the #support thread where @support will assist.
To give them some help, can you please provide a brief description of your current setup using this link as a guide.
Make sure to describe your network configuration/topology, including any networking hardware currently in use, so they can have a clear understanding of how your devices are communicating.