The Mutec does not automatically choose DoP, you have to select settings with the menu buttons on the front of the Mutec.
As far as I know, DSD/DoP works only over USB; I see you have that in place.
I use reclocking, to use that first set the MODE in RE-CLK & INTERN. Then, select USB-DSD/DoP in the REFERENCE menu. The Mutec will adopt the clock from the USB signal and lock onto it after extraction into PCM. If you don’t choose reclock, the audio will not be extracted; only the clock signal.
Realize that the Mutec extracts DoP always into PCM, so I don’t know if there is merit in encapsulating PCM into DoP in Roon, to extract it again by the Mutec before it reaches the DAC.
I think native is only available if you feed the Mutec DSD and not DoP. Roon will output DSD if the source is native DSD and not PCM.
This is my interpretation from the Mutec manual. Have a close look at page 20 for more details. I think your Roon settings are right.