Airplay is a protocol for sending audio from Roon to your Arcam, despite the name it also works over a wired connection.
If you are listening at CD quality (44.1Khz/16bit) or lower (you mention MP3 files above) then you will not gain any improvement in sound quality by using a different protocol.
There are benefits to using a device that Roon can communicate with via Roon’s own RAAT protocol. But unless you have multiple rooms or listen to music in hi-res formats those benefits are probably less important to you.
These devices are called ‘Roon Ready’ devices and the Arcam SA30 is such a device. But I am assuming here that you only have the Arcam SA20? If you have the Arcam SA30 then you can connect to it directly via via Roon’s RAAT protocol without any additional hardware.
If your amplifier had a USB input for connecting a PC then you could connect it directly to your Nucleus. Unfortunately, your Arcam SA20 doesn’t have the correct type of USB port to allow this.
Personally, I would stick to using AirPlay while you have your current Amplifier and enjoy your music, especially if you’re only listening to MP3 and CD quality streams. Even if you occasionally listen to higher quality Tidal streams the difference may not even be noticeable you.
But as mentioned above, if you want to ‘upgrade’ your current amp to support Roon’s RAAT protocol you’ll need an external device / transport / endpoint like the BlueSound, Ifi or a DIY RasberryPi/Ropieee combo. There is also this device which is Roon certified and looks like a low-cost alternative to compete with the DIY options and could be connected to your Arcam via a digital S/PDIF (Optical or COAX) cable.
But as mentioned above if this all feels too complex, I’d stick with Airplay and enjoy your music, you’re unlikely to be significantly missing out on quality if you think your mp3 files on your NAS sound fine compared to the higher quality versions of the same tracks of Tidal.