Not necessarily. Roblox does not directly receive money from users - nobody sends them a paper check or bank wire from Russia. Technically they get money from payment providers, who are supposedly compliant with all sanctions. I'm pretty sure that any provider that can support Roblox scale is big enough to worry about risks of being non-compliant.
Not all sanctions only require you to validate that the bank isn’t from that country. Usually disbursing money (which Roblox does as a two-sided marketplace) requires actual KYC.