This is what works in plain ggplot. Notice that I included color and linetype in the aes() call. I do not know how that works in ggroc. I also used a named vector for the colors, which I think makes the code easier to understand. I used a red color to make sure the color was actually having an effect.
[It isn't really a reprex if data are not included. I invented my own.]
library(ggplot2)
DF <- data.frame(X = 1:10, vs_control = 1:10 + 1, vs_nonabs = 1:10 *1.1 + .5)
DF <- tidyr::pivot_longer(data = DF, cols = vs_control:vs_nonabs,
names_to = "TYPE", values_to = "Y")
ggplot(DF, aes(X, Y, group = TYPE, color = TYPE, linetype = TYPE)) +
geom_line(size=1.2) +
scale_x_continuous("False-Positive Rate") +
scale_y_continuous("True-Positive Rate") +
scale_color_manual(values=c("vs_control" = "black","vs_nonabs" = "red"),
labels=c("vs Controls","vs Non-Absconds")) +
scale_linetype_manual(breaks = c("vs_control", "vs_nonabs"),
values=c("solid","dashed"), labels=c("vs Controls","vs Non-Absconds")) +
geom_segment(aes(x = 0, xend = 1, y = 0, yend = 1), color="black", linetype="dotted") +
theme(axis.text=element_text(size=20)) +
theme(text = element_text(size=20,face="bold")) +
theme(legend.title=element_blank()) +
theme(legend.position=c(.8,.2))

Created on 2020-05-17 by the reprex package (v0.3.0)