If albums /tracks are on Qobuz or Tidal they will not transfer over.
What seems to stick are artists, so you can sign up for both Qobuz and Tidal, and say, tell Roon to start Annie Lennox radio and it will use both.
There is also a place to tell Roon which service to prefer (Qobuz vs. Tidal), but I don't remember where that is.