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Sounds like you have auto-hide enabled. If an app is truly full screen then the taskbar won't appear as the desktop is not accessible. It sounds to me like the game is not going full screen but rather showing its window over the entire desktop (windowed full screen mode). They are 2 different modes. Some games offer both as an option.
Ultimately you are going to have to contact Roblox and determine if they will support a true full screen mode rather than a windowed full screen. This is not an issue that MS can solve. A quick google indicates people have been asking for this for years. One person said pressing F11 will switch to full screen mode but I don't have that app so I cannot test it.