The Roland uses USB for control, not for video signal. It's not really a control surface designed to work with a program like OBS, it's a video switcher-- it's designed to do the work OBS is intended for (minus the stream encoding).
You need to connect a capture device like a magewell, blackmagic or AJA hdmi capture card or dongle between the PROGRAM HDMI output of the Roland and your Mac to get video out of it and into OBS.