I’ve reviewed my list of albums without reviews and was also surprised how many aren’t on Rovi / AllMusic. I have circa 100 examples (out of 2000 total albums) without reviews.
There are some themes to the lack of reviews, such as small UK Indie bands & labels that don’t really ‘make it’.
I doubt there is much Roon can do. Someone did request the feature to allow adding of their own reviews.