I'll bet he just hasn't finished shedding yet. Tennessee, my chestnut gelding still has some dull downy-looking hair hanging on. Blade still has tons. His hair is so thick that I actually gave him a full-body clip last week and he's still shedding like crazy. But as far as roans not shining, I don't think that's true. When Blade sheds off, his white shines like silver. I actually think roan shows the least dirt of any. There's enough dark that the dirt doesn't show and enough white that the dust doesn't show either. The only think that shows up much are green grass or manure stains. Adding oil to the feed is the only thing I've heard that might make them shine more. I've used corn oil before. Just start with a little bit mixed in real good and if he eats it, gradually increase the amount. It'll put weight on him too. Other than that, there's a coat finishing product called "Show Sheen" that some of my riding buddies use that they claim makes them shine real nice and repels dust too. I've never tried it, but I'm going to one of these days. It's good for detangling manes too.
The downy hair hanging on is what it looks like to me Rusty is doing. So I'll give it awhile.
I'm with you on the roans never showing dirt. Rusty never looks dirty. Rocky stays nice looking too.
Show sheen is very good to make grooming easier, and detangling manes and tails. I use it alot for that. I don't use alot on their bodies, and never where the saddle and cinch go. Makes them too slippery and your saddle will slide. But it does make the dirt brush off easier, and will shine them some, but it's more a cosmetic shine, rather then a natual shine, if you know what I mean.
I may try this oil the guy at the feed store reccommended. It was only $12 a gallon and smelled really nice.
Becky