I’m a +1 for this solution, but with caveats.
I have tried a similar solution previously, not with Roon but with Logitech Media Server (LMS) and the https://mediaserver.smartskills.tech/ smartskills for Alexa.
I bought an Alexa Studio and hoped to use the aforementioned software to stream my local .flac format media to my Alexa enpoints, only to discover that outside of the AmazonHD service, the Alexa kit would not render flac format, only mp3 files. From my readings this seems to be a restrictions in the sdk rather than a hardware limitations.
My reason for sharing is that if what I’ve read is correct, then even if Roon were to offer this capability they would most likely be caught by the constraints.
So for me, I want to be able to stream to Alexa, but not in a lossy way, I want to push lossless content down to it.