Couple of things to check:
Is the firmware on the KEF the latest?
Are the KEF on the same subnet as the Roon Server? Look in your Dream machine and see what address is assigned to the KEF and the machine that the Roon server is on. the first three sets of numbers in the IP should be the same (i.e. 192.168.00 for instance)
Can you temporarily connect the KEF the then network via ethernet?
The wireless implementation of the KEF is sup-bar at best, I have the version 1 of these and had nothing but issues until I connected them via ethernet. The version II might be better, but I have seen others have issues with the WiFi on them, also.