I strongly suspect that this is a false alarm.
You should expect to get a security email from Roon Labs after changing your password (or for other activities involving your Roon account, such as logging in).
Roon Labs looks for the location of the device that you are using by doing a lookup on the public IP address that was used in the activity. Unfortunately, there can be a wide range of geographical error in the process, because many ISPs don’t report the location of their subscribers accurately.
See: