Here's the trick to appear Offline on Roblox on your Windows PC or Mobile Phone and prevent users from communicating with you.

Steps for altering your avatar’s appearance in every Roblox experience, from adding and removing items to changing your skin ...

After making the selections, go to the 'Shift Lock Switch' option and turn it on. Keep in mind that touchscreen PCs running the game will not be able to use the shift lock option.