Unroasted the root is supposed to contain all sorts of phytochemicals/flavanols that are great for health, but dandelion coffee involves roasting the root, so I was just curious?
From the papers that I've looked at, many phytochemicals are reasonable heat stable, but most are not. You'll get thermal degradation with any cooking, so roasting is not different. I don't know enough about the phytochemicals in dandelion root to know where it's heat stable. In general any heat is going to degrade a lot of the vitamins and nutrients in foods.