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Roaches run around, scout the opponent's mines, and take control of resource points. So, if there's an opportunity to level up a roach (like a level 5-6 mage with a mass spell or an engineer with a BDP), it's always useful. It's expensive or simply impossible to drive it out with another un-leveled roach, and distracting the main force for this purpose is also costly.
P.S. In the Test Environment, scouts don't have invisibility. It was given to the Tier 6 alter-gray unit of the Dungeon faction.