Tomasz ,
Paul_Mather is right. However, you could try working around this limitation by using Flow to create and modify key dates (disconnected from Project tasks), you'll probably need some sort of convention for naming them since there are only a date and a title field available - something like <Project Name> - Unique Id. <Task Name>. These dates won't look like tasks but rather like pins on your Roadmap but if you want to sync major milestone dates form multiple projects, this may work out for you. In your Flow that can be triggered by timer or publish event you would collect the Major Milestones, search for them in your roadmap key dates and update their schedule (or create them if they were not created before).
If you like this approach, a good place for you to start is Paul_Mather 's great https://pwmather.wordpress.com/2019/05/27/sync-msproject-roadmap-row-item-status-with-projectonline-task-status-using-microsoftflow-cds-powerplatform-msflow-rest-sharepoint-workmanagement-office365/ .
Hope this helps,
Roy