The bag on the shelf was roasted by someone, at some point
You do not know when. You do not know how dark the run before it was, or how long it sat in a warehouse, or whether the sack was opened three weeks ago and left in a warm room. You know the colour on the label, which is one number describing a thing that has several.
None of that makes bought roasted grain bad. It makes it a compromise you did not choose, and if the roast is a flavour you care about, that is worth understanding before you decide whether to take it over yourself.
What roasting actually does to a grain kernel
Four things happen, roughly in order, and they overlap at the edges.
Water leaves first
Grain is not bone dry, even kilned malt. Until that moisture is driven off, the kernels cannot climb much past the boiling point of water however hard you push the burner, because the energy going in is spent on evaporation rather than on raising temperature. On a live temperature graph this shows as a distinct flattening early in the roast, and it is the reason the first stretch of a grain roast looks like nothing is happening.
Rush it and you scorch the outside of a kernel that is still wet inside. Drag it out and you bake the grain flat before any development starts. More on that in moisture and the drying phase.
Starch converts, if you let it
Held warm and still moist — the 210–230°F region — the inside of a malted kernel behaves like a tiny mash. Enzymes work on starch and turn it to sugar inside the husk before any of it has a chance to brown. That conversion is the reason crystal and caramel malts are made by holding a temperature rather than passing through it, and it is why those malts taste sweet and syrupy rather than simply dark. Push straight to 350°F and you skip this step entirely, which gives you a different product, not a worse one.
Sugars and amino acids brown
Above the drying plateau, Maillard reactions get going: sugars and amino acids reacting to produce hundreds of new aroma compounds and the brown colour that comes with them. This is where the roast is actually made. Home brewers toasting base malt into amber malt work around 350°F for roughly 30 minutes, which sits squarely in this territory.
Then caramelisation, then char
Keep going and the sugars themselves start breaking down, which is where the coffee and chocolate notes in very dark grain come from. Keep going further and you get carbon, ash and an acrid bitterness that no amount of anything downstream will hide. The ladder runs raw, bready, biscuit, toast, coffee, chocolate, burnt — and the last rung has no way back.