It would be good practice to connect it to the Roborio Ground since the sensing circuit in the Roborio uses the Roborio Ground as it’s reference point.
While the VRM Return and the Roborio Return (and PCM Return, the Battery Return, the Motor Controller Returns) are connected together. They will appear connected when checked with a DVM set to Ohms. There is still a non-zero resistance and inductance between them. When real currents flow in all the return paths, the resistance/inductance of the paths will cause voltage across those resistances/inductances. This is often called “Ground Bounce”. The magnitude, polarity and spectral content of the Ground Bounce depends on the magnitude, polarity and spectral content of the currents flowing in them. If R2 is connected to the VRM Return, the Roborio can sense a false signal if the voltage differential between the two returns is sufficiently large. In reality, there should not be any significant ground bounce since there shouldn’t be any large currents flowing in either of those two return paths, but it is still good practice to terminate at the sensing circuit.