You're thinking of white or blond roux, which is mainly to thicken. Fifteen or twenty years ago, dark roux was in style when Cajun cooking was in high favor. A dark roux is also supposed to add flavor. You wouldn't want to taste flour in a bechamel but a dark roux gives a gumbo a distinctive flavor. I still like to make gumbo, but I fry down okra to get the dark taste. Whatever floats your boat, I guess.