The purpose of the Sort Name field is to provide machine-readable sorting.  (iTunes/iOS is an example of software that actually makes use of Sort Name fields.)  I would expect Roman numerals that are used as numbers to be sorted using Arabic numerals, especially since https://musicbrainz.org/doc/Style/Miscellaneous requests that machine-sortable Roman numerals are not to be used.

Example wording for the proposed guideline,

Roman numerals that are used as numbers should be translated to Arabic numerals.

This would need to be inserted into the sort name section of at least the following 2 pages:

https://musicbrainz.org/doc/Style/Aliases

https://musicbrainz.org/doc/Style/Artist/Sort_Name