Fat keeps the flour apart
Dry flour dropped into hot liquid clumps at once. Cooking it in fat first coats every grain. Then the grains spread out in the liquid.
Starch swells in hot liquid
Each starch grain soaks up water and grows as it heats. The swollen grains crowd together. That crowding is what we call thickness.
Color trades body for flavor
A pale roux thickens the most. A brown roux tastes nutty but thickens less. Long toasting breaks some starch into shorter pieces.
Try two small pans side by side. Cook one roux 3 minutes and one 12 minutes. Add the same broth and compare.