Your router should block all incoming communication attempts that don’t belong to an established connections (this is the default policy and usually standard). Roon doesn’t need to be accessible from the internet to work properly (exception Roon ARC). These communication attempts are most likely just reported and related to Roon because Roon opens a port for Roon ARC by default (only if your router is configured to allow that though). If your router blocks such attempts then this also means that you may not be able to use ARC. If you don’t want to use Roon ARC disable the listening port in Roon’s configuration. If you think that software/devices in your network shouldn’t just open ports on your router then disable that on your router (search for UPnP and NAT-PMP).
PS: It is unlikely that those reported communication attempts are targeted attacks against Roon. They and many, many, many more happen anyway regardless if you have Roon installed or not. They are just not of interest if no application is listening, so they don’t get reported at all.