Looking at your screenshot, this seem to be Tidal playlists you show there. You need to use Tidal to manage Tidal playlists – Roon can’t do that for you. Read also Roon’s documentation about playlists.
If you want to, you can migrate the Tidal playlist to Roon by clicking the ‘three vertical dots’ item to the right of the playlist and selecting ‘Save a local copy’.
You will then likely see two copies of the playlist - one managed by Tidal, as yours are now, and one managed by Roon. You will be able to modify the later one as you wish within Roon.
It should be noted that these two playlists will be independent of each other - changes made to the Tidal playlist (from the Tidal App) will not show in the Roon playlist and vice-versa.
If you wish, you can delete the ‘Tidal playlist’ from within Roon to leave you with only the Roon Copy of the playlist. However, doing so will remove the playlist from your Tidal account.