This is fallacy. The more a coffee is roasted, the less caffeine will have once brewed. This is due to over-roasting of the coffee (coughstarbuckscough) which has disastrous consequences on caffeine content and flavor profile.
Roasting coffee beans is the last step done to them before they are ground up and brewed, and is one of the most important steps that has the most impact on the flavor of the coffee once it is brewed. Once coffee beans have been selected, it is essential to figure out the best way to roast them to achieve the perfect flavor; pretty much how light or dark they should be roasted. Typically, a roaster will experiment by roasting some beans until the first crack, another portion to the second crack, and then a couple portions up until a French style roast. This will give the roaster a wide array of different roast levels to sample, and see which one suits the bean the best. This method is fantastic, as it will still allow the more natural flavors of the coffee bean to shine, and can highlight the area it was grown in; for instance, being able to tell that a specific cup of coffee has beans that were grown in Nicaragua.
Though, some roasting companies may roast the beans past the point of them still containing their natural flavor. This is generally known as over-roasting, and is used to hide the true flavor of the coffee beans. Over-roasting is usually synonymous with super-market coffee and those found at your local Starbucks. This is because huge companies will buy cheaper coffee beans to increase their profits, and roast them until their natural flavor is gone to make up for the decrease in quality. At best, this type of coffee can be seen as decent. At worst, over-roasted coffee will taste horrible.
Even more popular coffee companies, such as Starbucks, have been accused of over-roasting their coffee in attempts to disguise the type of beans they use.
Another thing that some coffee roasters will do, is roast their beans at a higher temperature than necessary, and for a shorter duration. While this makes the process quicker, it has an atrocious impact on the flavor of the coffee. This style of roasting will make the coffee taste very burnt, and inconsistent, as the inside of the bean will be roasted less than the outside. Even visibly lighter roasts can still taste burnt, especially if they were roasted too fast. Some companies over-roast or roast their coffee too fast, because it gives a “strong” flavor to the coffee that a lot of unknowing people think means that the coffee has more caffeine, and this is completely false.
During the roasting process, coffee should be cared for and roasted to perfection, not roasted for profit’s sake. From a roaster’s perspective, the best way to sell is to make sure the coffee naturally tastes good, and that it resembles the origin it was grown in. Quality coffee is difficult to fake, and it is better to buy higher quality beans, than it is to roast lesser beans in a way that will ruin them.
If you see oil on the beans, it's likely been over-roasted. See oil, think oxidation. Oxidation equals crummy beans and crummy coffee flavor. Once you've had a properly roasted beans from Kiro Coffee your morning experience will be a whole latte better!