Well my friends I just find out a solution for this.
It may not suit to everyone. It may not work for every situation. But I find it really convenient.
Roon iOS goes to sleep because nothing tells it to stay awake. What will tell iOS to stay awake? An app which is playing something.
So one has to play Roon on the particular device in order for the device to stay awake. You begin to guess?
When I play music in my Lumin device for example. And if I group my Lumin with my iPhone and/or my iPad and set volume in my iPhone/iPad to zero. My iPhone and/or my iPad will consider Roon as playing something and then Roon app will not go to sleep in the 2 iOS devices!
Not convenient because of battery drain maybe (but it is not as energy consuming as what I may thought). Not convenient because not every device can be grouped with any device in Roon. But if you find the best grouping devices with an iOS device (eg 2 RAAT devices). This will work!
And as a bonus you will always have the nice iOS playing now notification in the lock screen, hehe!!
I am very happy I found it by myself !!!
Cheers