That’s a myth, but of course, it’s not bit-perfect anymore.
Read the article by our member @DrCWO to find out that it’s a non-issue in regards to audibility.
Back to your feature suggestion:
If the live radio station itself does not apply track to track volume leveling, Roon can’t do anything about it, since it’s receiving a continuous stream and not individual tracks with accompanying relevant volume leveling metadata.
Better to let the station know about the issue, but I’d wager they don’t care…it’s sad, but that’s reality, I guess…