To play Robox in vr you have to use the type of Roblox from the website if you use the one from Xbox its not comparable with steam vr.
To make Roblox vr work.

Download Roblox from the website.
Add it to your steam library.
Launch Steam vr first.
Launch Roblox on your pc.
Enter game on pc.

When the game loads you should be in vr it works for me may not work for everyone.

Hope this helps someone