Wouldn’t it be easy enough to get rid of LittleSnitch and see if the problem goes away. Roon uses multicast so you might be running into an issue with that?
There could be a couple reasons. But, I would bet on setup first. Roon has several server processes which need approval, it could be as simple as you approved Roon but not RAAT for network access. Or LS has an extra step of setup with programs that use multicast.