Like @audphile1 , I found the native app (Lightning DS) to sound significantly better on my Auralic gear than Roon. I wasn’t initially expecting that result, but it was clear. While i greatly preferred the UI of Roon, I also preferred the sound of LDS - and it didn’t cost anything to use the native app.
The question of why is worth exploring. As has been discussed exhaustively elsewhere, a streamer/server is really a specialized computer - optimized for the task. There are both caches and buffers to route the signal.
Roon, like Windows, must operate across many machines. Even though Roon certified, the hardware architecture is different. And, there is software that must interface. Even if you’re running Roon - it is parallel to the operating system running on the hardware. Roon is also complex software with lots of options for processing.
While I would guess that you can tweak a system and settings to make Roon close - perhaps even equal in sound to the native software, that is not guaranteed. Auralic has even restructured some of their updates to make Roon closer in sound - because users like the UI. It still sonically falls short (not bad - just short) of LDS and I have grown very comfortable with LDS as my library management system.
However, it’s also true that for most of us - you can run both systems. Use Roon for general listening and native for critical listening if so inclined.