Hey James!
When you add a track to your library from Tidal, Roon will then treat it as a local file and then allow you to do things that are currently only available for local files, like favorite it, etc. , including being included in a shuffle. I can only tell you what I know, not necessarily why. One guess is that there needs to be a boundary between your library and Tidal. As to the why, we could ask @mike . The closest reasoning I found was in a closed thread in Feb of 17, talking about the inability to favorite a track not in your library. reference link below.
I suspect that your issue may get resolved as a side effect of the work being done to include non-library Tidal material in Radio play. But, that is only a guess, I don’t know for sure.
However, until there is another solution, you could just Hide all those individual tracks in album view. It is pretty easy to do, in Albums, go to Focus, Inspector, Track Count. Set it to 1 -1. (This will give you all the albums which only have 1 track) and choose the option for Hidden and invert. You can then select them all, hit Edit and select Hide; and then save the focus as a Bookmark. Then you can choose the bookmark again next time you bulk add a playlist.
https://community.roonlabs.com/t/why-cant-i-favorite-tidal-tracks-in-a-playlist/21240/2?u=rugby