In a nutshell:
#1 A different streamer would possibly provide for a better software than HEOS to control your music access but if you are OK with it, then there is no need to change.
#2 Tidal Connect is merely being able to use Tidal, with the interface you see from your computer or mobile device, Tidal connect sounds the same as Tidal through HEOS, It's the interface that changes , the streamer and built in DAC detrmine sound quality.
#3 Roon is yet another interface. It integrates Tidal and any music files you have on a hard drive or server plus has way better functions and album/artist information but requires separate computer or hardware to run it, and what is called an endpoint, which means a streamer that is compatible with ROON. It is also subscription based.
#4 I have no direct experience with your Marantz but the DAC has more iof an effect on the sound than the streamer until you spend the big dollars.
#5 You are not likely to hear what a better DAC and streamer will do until you upgrade your speakers so until then, Getting a Wiim streamer would only improve how you access Tidal.