Removing the skins from all the veg before adding in the stock will result in a smoother textured soup.
Roasting the vegetables brings out their earthly flavors. In the case of the onion and garlic, it also softens the flavors adding sweetness.
If you wanted to do this soup in stages you can. Once the roasting is done, keep the foil on the tray and pop it into the refrigerated over night and finish the soup the next day.