I think you misunderstood convenience switching:
When you switch to the non-Roon module, Roon should pause the audio.
When you switch back to the Roon module, there should be no audio being played. Roon should be paused.
Another way this works is this:
Switch to the UPnP module and play something.
Then go to Roon and pick something to play, and then hit play.
Does the module automatically switch to the Roon module? Or does Roon report that it playing, yet you continue to hear UPnP? It should be switching to the right input. It’s a requirement of certification.