Roon does not sync anything back to TIDAL or Qobuz.
Because some of the underlying protocols of Roon are non-routable, Roon only works in it’s local network by design. The use of a VPN is a non-supported use case. You can find discussions about VPN over in the #tinkering section of the forum.
But there’s also this:
But there is no time schedule for when that will happen.