In most cases it is, because you get better line of sight, and there might be something on your house that causes interference. But in some cases it might happen that your scanner gets more interference in your roof and it reduces reception, but it really depends, like myself most of the time, because of some crappy FM stations, or that there's some metal instructure in the roof, that blocks signals. But rule of thumb is higher the better.
I'm not sure about leaving the scanner in the roof, but sure you can do it, I would better put an antenna there, and run a coax to the place where is your computer and scanner. Like RG-58, and maybe something higher quality if it is a long run. About the antenna I would make a simple ground plane, similar to this one:
http://www.hamuniverse.com/2metergp.html I would change the lengths for make it for the airband, though and always remember, whateaver you do that increases reception, that isn't dangerous and that you can do it. Go for it, feel free to experiment. It's half of the fun.