"Roon Tested" device not listed as Audio Device (nothing)

Nowhere in that link does it say that it will work over the network either.

You need a connection method supported from both, Roon and your Denon, to be able to send music from Roon to Denon. If you’re able to make AirPlay work, then you can use the network to do so. If not you have to use the USB input on the Denon. You may have to acquire a “Roon Ready” network to USB bridge device.
Or you can completely ignore the “Roon Tested” inputs and use HDMI, SPDIF or analogue inputs instead, depending on what your receiver supports. You might still need a “Roon Ready” network bridge (to HDMI,SPDIF or analog) to do so.

See also:

AFAIK and as far as I’m able to see this on my system, there should not be a Squeezebox category in Settings|Audio when Squeezebox support is disabled. Have you btried to reboot your Roon core as first troubleshooting step?