The only reason to use the Qnap for everything would be a possible fault with real time ‘watching’ of your music folder when the folder is mounted on ROCK from the 251 NAS. Take a look at this thread: Autodiscover on mounted network music folder not working
If this is working as it should in your setting, don’t change anything. If you see this behaviour, using the Qnap as Roon Core may fix the problem as your music is stored on the same unit and the disks are local.