Sorry, I don't own a Hegel or use Roon but I'll hazard to try and help.
You say you have your T2 and your Hegel connected via XLR, which is an analog connection. Via that connection your Hegel is not involved in the streaming/DAC process, at all, which is fine. You should set your Hegel to whatever input the T2 is connected to (eg "XLR").
Which input have you selected as the input on your Hegel? If XLR, it should be playing the output from your T2, but I don't know why it would display a bit rate. If, on the other hand you've selected one of the digital inputs, it's playing whatever is coming into that input, and your T2 isn't involved.
What endpoint are you using within Roon?